+562.8%
SPG vs VIG
+623.5%
-60.7%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.3% |
| 7D | -2.4% | -0.4% | -2.0% | -1.8% |
| 30D | -6.8% | -1.0% | -5.9% | -5.5% |
| 3M | +2.7% | +2.8% | -0.1% | -1.6% |
| 6M | +5.5% | +8.2% | -2.7% | -6.4% |
| YTD | +15.7% | +11.0% | +4.7% | -1.4% |
| 1Y | +20.9% | +16.1% | +4.7% | -3.9% |
| 3Y | +112.4% | +56.2% | +56.2% | +8.4% |
| 5Y | +101.4% | +63.0% | +38.4% | -3.7% |
| 10Y | +60.6% | +241.4% | -180.8% | -75.5% |
| All | +562.8% | +623.5% | -60.7% | -69.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling