+296.4%
SPGI vs VMC
+146.8%
+149.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.3% | +0.7% | -1.4% |
| 7D | -3.1% | -5.3% | +2.2% | -1.2% |
| 30D | +2.0% | -12.3% | +14.3% | +6.8% |
| 3M | +4.3% | -10.3% | +14.6% | +8.1% |
| 6M | -0.2% | -8.6% | +8.3% | +2.3% |
| YTD | -14.8% | -11.9% | -2.9% | -12.1% |
| 1Y | -18.5% | -13.9% | -4.6% | -15.5% |
| 3Y | +16.0% | +18.2% | -2.2% | +4.9% |
| 5Y | +2.2% | +47.7% | -45.5% | -15.9% |
| 10Y | +296.4% | +152.5% | +143.9% | +153.0% |
| All | +296.4% | +146.8% | +149.7% | +153.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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