+588.2%
SPG vs VCLT
+99.5%
+488.7%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | +0.2% |
| 7D | +3.1% | -1.9% | +5.0% | +4.1% |
| 30D | +16.4% | +1.4% | +15.0% | +15.6% |
| 3M | +7.1% | -1.8% | +8.8% | +8.0% |
| 6M | +16.1% | -3.9% | +20.0% | +18.5% |
| YTD | +30.4% | -3.9% | +34.4% | +33.2% |
| 1Y | +33.0% | -4.7% | +37.7% | +36.3% |
| 3Y | +134.6% | +14.1% | +120.6% | +120.7% |
| 5Y | +84.9% | -16.6% | +101.5% | +98.4% |
| 10Y | +114.9% | +21.4% | +93.5% | +117.4% |
| All | +588.2% | +99.5% | +488.7% | +847.3% |
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