+1,196.3%
SPGI vs VIG
+648.1%
+548.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | -2.4% |
| 7D | -0.9% | +0.4% | -1.3% | -1.5% |
| 30D | +15.5% | +4.3% | +11.2% | +9.5% |
| 3M | +15.7% | +2.0% | +13.6% | +12.7% |
| 6M | +19.1% | +10.2% | +8.9% | +5.0% |
| YTD | -4.1% | +14.8% | -18.8% | -19.8% |
| 1Y | +1.2% | +17.5% | -16.3% | -18.0% |
| 3Y | +31.6% | +67.4% | -35.8% | -32.8% |
| 5Y | +12.4% | +63.4% | -50.9% | -40.4% |
| 10Y | +334.3% | +259.9% | +74.4% | -19.8% |
| All | +1,196.3% | +648.1% | +548.2% | -10.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling