+106.9%
SPG vs VIG
+63.6%
+43.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +2.1% |
| 7D | 0.0% | -0.4% | +0.4% | +0.5% |
| 30D | -4.9% | -2.1% | -2.9% | -2.6% |
| 3M | +3.3% | +3.3% | 0.0% | -0.8% |
| 6M | +11.2% | +9.3% | +1.9% | -0.2% |
| YTD | +17.1% | +10.1% | +6.9% | +3.9% |
| 1Y | +21.6% | +14.7% | +6.9% | +2.5% |
| 3Y | +111.9% | +56.9% | +54.9% | +21.6% |
| 5Y | +106.9% | +62.9% | +44.0% | +16.6% |
| All | +106.9% | +63.6% | +43.4% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 5y: compounded portfolio wealth divided by compounded VIG 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…
5y analysis · Full analysis span regression · 6 months rolling