+109.0%
SPG vs VEU
+149.9%
-40.9%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | +2.0% | +2.1% | -0.1% | -0.4% |
| 30D | +17.2% | -0.9% | +18.2% | +18.1% |
| 3M | +6.3% | -5.4% | +11.7% | +12.5% |
| 6M | +18.7% | -1.8% | +20.5% | +18.9% |
| YTD | +30.1% | +10.9% | +19.2% | +11.2% |
| 1Y | +32.8% | +13.6% | +19.2% | +10.1% |
| 3Y | +133.6% | +69.3% | +64.3% | +15.6% |
| 5Y | +84.4% | +48.1% | +36.3% | +9.0% |
| All | +109.0% | +149.9% | -40.9% | -29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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