-18.5%
SPGI vs VIG
+14.1%
-32.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.0% | -2.2% |
| 7D | -3.1% | -1.2% | -1.9% | -2.2% |
| 30D | +2.0% | -2.8% | +4.9% | +4.2% |
| 3M | +4.3% | +2.5% | +1.9% | +2.7% |
| 6M | -0.2% | +8.1% | -8.3% | -5.7% |
| YTD | -14.8% | +9.6% | -24.4% | -19.7% |
| 1Y | -18.5% | +14.2% | -32.7% | -25.8% |
| All | -18.5% | +14.1% | -32.6% | -25.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling