+334.3%
SPGI vs VMC
+146.3%
+188.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | -0.2% |
| 7D | -0.9% | +0.3% | -1.1% | -1.0% |
| 30D | +15.5% | +18.6% | -3.0% | +8.4% |
| 3M | +15.7% | +2.0% | +13.6% | +14.5% |
| 6M | +19.1% | +2.6% | +16.5% | +17.2% |
| YTD | -4.1% | +2.3% | -6.3% | -6.3% |
| 1Y | +1.2% | +1.7% | -0.5% | -1.1% |
| 3Y | +31.6% | +41.7% | -10.1% | +11.0% |
| 5Y | +12.4% | +46.6% | -34.2% | -7.7% |
| 10Y | +334.3% | +140.3% | +194.0% | +173.7% |
| All | +334.3% | +146.3% | +188.0% | +173.7% |
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