+13,845.6%
SPGI vs VMC
+3,246.6%
+10,599.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.9% |
| 7D | +0.1% | -4.3% | +4.5% | +1.6% |
| 30D | +8.4% | -8.2% | +16.7% | +11.5% |
| 3M | +11.8% | -7.0% | +18.9% | +14.2% |
| 6M | +5.7% | -10.8% | +16.5% | +9.2% |
| YTD | -9.7% | -7.4% | -2.3% | -8.4% |
| 1Y | -12.5% | -9.5% | -3.0% | -10.8% |
| 3Y | +21.8% | +20.5% | +1.4% | +10.8% |
| 5Y | +8.2% | +51.6% | -43.4% | -9.9% |
| 10Y | +309.5% | +150.0% | +159.5% | +168.7% |
| All | +13,845.6% | +3,246.6% | +10,599.0% | +4,813.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling