+1,018.8%
SPG vs VO
+827.2%
+191.5%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.7% |
| 7D | -2.4% | -0.3% | -2.1% | -2.1% |
| 30D | -6.8% | -0.3% | -6.5% | -6.5% |
| 3M | +2.7% | +2.9% | -0.3% | -1.4% |
| 6M | +5.5% | +9.3% | -3.9% | -6.3% |
| YTD | +15.7% | +14.2% | +1.5% | -3.1% |
| 1Y | +20.9% | +15.3% | +5.6% | -0.2% |
| 3Y | +112.4% | +56.2% | +56.1% | +18.5% |
| 5Y | +101.4% | +42.4% | +58.9% | +25.5% |
| 10Y | +60.6% | +194.7% | -134.1% | -59.0% |
| All | +1,018.8% | +827.2% | +191.5% | -27.3% |
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