+67.8%
SPG vs VO
+195.4%
-127.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.7% | +1.8% |
| 7D | 0.0% | +0.6% | -0.6% | -0.8% |
| 30D | -4.9% | -1.1% | -3.9% | -3.8% |
| 3M | +3.3% | +4.5% | -1.2% | -2.3% |
| 6M | +11.2% | +11.1% | +0.1% | -2.5% |
| YTD | +17.1% | +13.5% | +3.5% | -0.3% |
| 1Y | +21.6% | +14.5% | +7.1% | +2.2% |
| 3Y | +111.9% | +58.1% | +53.8% | +19.4% |
| 5Y | +106.9% | +43.3% | +63.6% | +31.8% |
| All | +67.8% | +195.4% | -127.6% | -50.9% |
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