+110.6%
SPG vs VCLT
+23.6%
+86.9%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | -0.1% |
| 7D | +2.7% | -0.6% | +3.3% | +3.2% |
| 30D | +16.6% | +2.8% | +13.8% | +14.2% |
| 3M | +8.1% | -0.4% | +8.5% | +8.4% |
| 6M | +19.3% | -3.1% | +22.4% | +22.2% |
| YTD | +31.1% | -2.7% | +33.7% | +33.7% |
| 1Y | +32.8% | -3.7% | +36.4% | +36.5% |
| 3Y | +135.8% | +15.6% | +120.2% | +111.2% |
| 5Y | +85.1% | -15.8% | +100.9% | +111.3% |
| All | +110.6% | +23.6% | +86.9% | +86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 10y: compounded portfolio wealth divided by compounded VCLT 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…
10y analysis · Full analysis span regression · 6 months rolling