+334.0%
SPGI vs VIG
+259.6%
+74.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.2% |
| 7D | +1.6% | +1.0% | +0.6% | +0.4% |
| 30D | +16.1% | +4.5% | +11.5% | +10.3% |
| 3M | +15.5% | +2.1% | +13.4% | +12.8% |
| 6M | +19.6% | +10.5% | +9.2% | +6.6% |
| YTD | -3.6% | +15.1% | -18.7% | -18.1% |
| 1Y | +2.2% | +16.9% | -14.7% | -14.8% |
| 3Y | +30.1% | +65.6% | -35.4% | -28.0% |
| 5Y | +14.9% | +64.4% | -49.4% | -35.3% |
| 10Y | +334.0% | +260.6% | +73.3% | -2.2% |
| All | +334.0% | +259.6% | +74.3% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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