-96.7%
SPRU price history and return analytics
+65.7%
-162.4%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.6% | -3.3% | -3.1% |
| 7D | -1.7% | -0.1% | -1.6% | -1.5% |
| 30D | -23.0% | -0.7% | -22.3% | -22.3% |
| 3M | -43.0% | +4.0% | -47.0% | -46.0% |
| 6M | -52.9% | +12.3% | -65.2% | -59.8% |
| YTD | -66.4% | +14.0% | -80.4% | -71.9% |
| 1Y | +7.5% | +20.3% | -12.8% | -16.7% |
| 3Y | -72.9% | +75.4% | -148.3% | -88.4% |
| 5Y | -96.7% | +66.0% | -162.7% | -98.2% |
| All | -96.7% | +65.7% | -162.4% | -98.2% |
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