+338.6%
SPGI vs VEU
+149.7%
+188.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.6% | -0.4% |
| 7D | -1.4% | -0.5% | -0.8% | -1.0% |
| 30D | +15.3% | -1.0% | +16.3% | +16.1% |
| 3M | +16.5% | -3.6% | +20.1% | +19.9% |
| 6M | +19.8% | -1.2% | +21.0% | +19.4% |
| YTD | -3.2% | +12.0% | -15.2% | -15.3% |
| 1Y | +1.8% | +13.9% | -12.1% | -12.4% |
| 3Y | +30.6% | +71.3% | -40.7% | -26.2% |
| 5Y | +16.0% | +50.3% | -34.3% | -25.1% |
| 10Y | +338.6% | +150.3% | +188.3% | +71.0% |
| All | +338.6% | +149.7% | +188.9% | +71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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