+645.4%
SPG vs VIG
+648.1%
-2.7%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.4% | -0.4% | -1.6% |
| 7D | +5.1% | +0.4% | +4.7% | +4.3% |
| 30D | +16.8% | +4.3% | +12.6% | +9.7% |
| 3M | +5.7% | +2.0% | +3.6% | +2.3% |
| 6M | +17.8% | +10.2% | +7.6% | +1.6% |
| YTD | +30.1% | +14.8% | +15.3% | +5.4% |
| 1Y | +32.8% | +17.5% | +15.3% | +3.7% |
| 3Y | +137.2% | +67.4% | +69.8% | +8.9% |
| 5Y | +81.5% | +63.4% | +18.1% | -13.5% |
| 10Y | +116.5% | +259.9% | -143.4% | -69.6% |
| All | +645.4% | +648.1% | -2.7% | -67.3% |
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