+31.6%
SPGI vs VEU
+70.2%
-38.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.1% | -0.5% |
| 7D | -0.9% | +0.8% | -1.6% | -1.2% |
| 30D | +15.5% | -1.6% | +17.1% | +16.3% |
| 3M | +15.7% | -4.2% | +19.8% | +17.6% |
| 6M | +19.1% | -1.5% | +20.6% | +19.2% |
| YTD | -4.1% | +11.7% | -15.8% | -11.7% |
| 1Y | +1.2% | +15.6% | -14.4% | -9.1% |
| 3Y | +31.6% | +71.7% | -40.2% | -12.9% |
| All | +31.6% | +70.2% | -38.6% | -12.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling