+5.1%
SPGI vs VEU
+56.3%
-51.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -2.9% |
| 7D | -2.5% | +1.7% | -4.1% | -3.6% |
| 30D | +5.4% | +1.0% | +4.4% | +4.6% |
| 3M | +9.0% | +5.6% | +3.4% | +4.4% |
| 6M | +0.8% | +13.7% | -12.9% | -9.6% |
| YTD | -12.6% | +17.7% | -30.3% | -24.3% |
| 1Y | -16.1% | +25.8% | -41.9% | -31.5% |
| 3Y | +19.0% | +77.1% | -58.1% | -29.4% |
| 5Y | +5.1% | +57.1% | -52.1% | -32.3% |
| All | +5.1% | +56.3% | -51.2% | -32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling