+590.7%
SPG vs VCLT
+100.6%
+490.2%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +1.2% |
| 7D | +5.6% | +0.2% | +5.4% | +5.5% |
| 30D | +17.6% | +2.3% | +15.3% | +16.2% |
| 3M | +7.5% | -1.1% | +8.5% | +8.0% |
| 6M | +18.5% | -4.2% | +22.7% | +21.2% |
| YTD | +30.9% | -3.4% | +34.3% | +33.3% |
| 1Y | +34.1% | -3.8% | +37.9% | +36.8% |
| 3Y | +135.5% | +14.7% | +120.8% | +120.8% |
| 5Y | +86.5% | -16.7% | +103.2% | +100.1% |
| 10Y | +116.1% | +20.5% | +95.6% | +117.7% |
| All | +590.7% | +100.6% | +490.2% | +848.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling