-17.4%
SPGI vs VMC
-14.0%
-3.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.3% | +0.7% | -2.1% |
| 7D | -3.1% | -5.3% | +2.2% | -2.4% |
| 30D | +2.0% | -12.3% | +14.3% | +3.8% |
| 3M | +4.3% | -10.3% | +14.6% | +6.1% |
| 6M | -0.2% | -8.6% | +8.3% | +1.0% |
| YTD | -14.8% | -11.9% | -2.9% | -14.0% |
| All | -17.4% | -14.0% | -3.3% | -16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling