+1,207.4%
SPGI vs VIG
+655.8%
+551.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | -0.6% |
| 7D | -1.4% | -0.3% | -1.0% | -1.1% |
| 30D | +15.3% | +4.9% | +10.3% | +8.4% |
| 3M | +16.5% | +2.9% | +13.6% | +12.3% |
| 6M | +19.8% | +11.2% | +8.6% | +4.4% |
| YTD | -3.2% | +16.0% | -19.2% | -20.2% |
| 1Y | +1.8% | +17.0% | -15.2% | -17.0% |
| 3Y | +30.6% | +66.9% | -36.3% | -33.0% |
| 5Y | +16.0% | +65.8% | -49.8% | -39.7% |
| 10Y | +338.6% | +263.6% | +75.0% | -20.0% |
| All | +1,207.4% | +655.8% | +551.5% | -11.3% |
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