+343.3%
SPGI vs VMC
+125.2%
+218.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.6% | +1.3% |
| 7D | +1.2% | -1.3% | +2.5% | +1.7% |
| 30D | +15.9% | +15.5% | +0.5% | +9.9% |
| 3M | +12.3% | +0.6% | +11.7% | +11.8% |
| 6M | +23.7% | +2.1% | +21.6% | +22.0% |
| YTD | -3.5% | -1.6% | -2.0% | -4.5% |
| 1Y | +0.4% | -1.2% | +1.6% | -0.8% |
| 3Y | +29.9% | +35.3% | -5.4% | +11.4% |
| 5Y | +15.2% | +43.6% | -28.4% | -4.7% |
| All | +343.3% | +125.2% | +218.1% | +184.9% |
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