+109.5%
SPG vs VO
+197.6%
-88.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | +0.6% |
| 7D | +3.1% | +2.9% | +0.2% | -0.5% |
| 30D | +16.4% | +1.0% | +15.4% | +14.8% |
| 3M | +7.1% | -1.7% | +8.8% | +9.0% |
| 6M | +16.1% | +6.7% | +9.4% | +6.7% |
| YTD | +30.4% | +14.0% | +16.5% | +10.3% |
| 1Y | +33.0% | +13.7% | +19.3% | +12.6% |
| 3Y | +134.6% | +65.8% | +68.8% | +24.1% |
| 5Y | +84.9% | +36.6% | +48.3% | +25.2% |
| All | +109.5% | +197.6% | -88.1% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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