+1,133.2%
SPG vs VO
+797.8%
+335.4%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +1.0% | +1.0% |
| 7D | +4.9% | -2.6% | +7.5% | +8.3% |
| 30D | +15.6% | -0.9% | +16.6% | +16.8% |
| 3M | +4.1% | -3.0% | +7.1% | +7.9% |
| 6M | +13.6% | +2.2% | +11.4% | +9.8% |
| YTD | +27.5% | +10.6% | +17.0% | +11.1% |
| 1Y | +32.2% | +12.5% | +19.7% | +12.5% |
| 3Y | +126.0% | +61.4% | +64.6% | +20.6% |
| 5Y | +74.7% | +33.4% | +41.3% | +18.2% |
| 10Y | +112.8% | +201.5% | -88.7% | -47.4% |
| All | +1,133.2% | +797.8% | +335.4% | -16.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling