+112.3%
SPG vs VO
+56.6%
+55.7%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.8% |
| 7D | -2.4% | -0.3% | -2.1% | -2.1% |
| 30D | -6.8% | -0.3% | -6.5% | -6.6% |
| 3M | +2.7% | +2.9% | -0.3% | -0.5% |
| 6M | +5.5% | +9.3% | -3.9% | -3.9% |
| YTD | +15.7% | +14.2% | +1.5% | +0.5% |
| 1Y | +20.9% | +15.3% | +5.6% | +3.7% |
| All | +112.3% | +56.6% | +55.7% | +26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling