+927.3%
SPGI vs VEU
+192.1%
+735.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -2.0% |
| 7D | +0.1% | +1.1% | -1.0% | -0.9% |
| 30D | +8.4% | +2.2% | +6.2% | +6.2% |
| 3M | +11.8% | +3.0% | +8.9% | +7.9% |
| 6M | +5.7% | +10.9% | -5.1% | -5.4% |
| YTD | -9.7% | +18.2% | -27.9% | -24.1% |
| 1Y | -12.5% | +28.3% | -40.7% | -32.0% |
| 3Y | +21.8% | +74.6% | -52.8% | -29.4% |
| 5Y | +8.2% | +56.4% | -48.2% | -30.8% |
| 10Y | +309.5% | +153.0% | +156.5% | +69.0% |
| All | +927.3% | +192.1% | +735.2% | +220.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling