+31.6%
SPGI vs VIG
+66.1%
-34.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | -1.7% |
| 7D | -0.9% | +0.4% | -1.3% | -1.3% |
| 30D | +15.5% | +4.3% | +11.2% | +10.9% |
| 3M | +15.7% | +2.0% | +13.6% | +13.4% |
| 6M | +19.1% | +10.2% | +8.9% | +8.2% |
| YTD | -4.1% | +14.8% | -18.8% | -16.3% |
| 1Y | +1.2% | +17.5% | -16.3% | -13.9% |
| 3Y | +31.6% | +67.4% | -35.8% | -25.1% |
| All | +31.6% | +66.1% | -34.5% | -25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling