+424.3%
SPG vs VEU
+174.3%
+250.0%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | +0.5% |
| 7D | +3.1% | +2.4% | +0.8% | +0.5% |
| 30D | +16.4% | -2.0% | +18.4% | +18.7% |
| 3M | +7.1% | -5.1% | +12.2% | +12.8% |
| 6M | +16.1% | -0.7% | +16.8% | +14.9% |
| YTD | +30.4% | +11.0% | +19.4% | +12.7% |
| 1Y | +33.0% | +12.4% | +20.6% | +13.2% |
| 3Y | +134.6% | +69.8% | +64.9% | +24.2% |
| 5Y | +84.9% | +48.2% | +36.7% | +14.1% |
| 10Y | +114.9% | +148.1% | -33.2% | -20.9% |
| All | +424.3% | +174.3% | +250.0% | +50.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling