-53.1%
SPMC price history and return analytics
+44.6%
-97.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.3% |
| 7D | +4.4% | +2.4% | +2.0% | +2.9% |
| 30D | -13.0% | -1.5% | -11.5% | -12.1% |
| 3M | -36.7% | -4.1% | -32.5% | -35.1% |
| 6M | -38.6% | +0.6% | -39.2% | -38.7% |
| YTD | -45.9% | +11.0% | -56.9% | -49.1% |
| 1Y | -53.7% | +13.3% | -67.1% | -57.1% |
| All | -53.1% | +44.6% | -97.7% | -62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling