+14,609.4%
SPGI vs VMC
+3,502.6%
+11,106.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.6% |
| 7D | +0.3% | +0.5% | -0.3% | +0.1% |
| 30D | +18.4% | +15.8% | +2.6% | +12.5% |
| 3M | +15.7% | +0.6% | +15.1% | +15.2% |
| 6M | +17.3% | -4.0% | +21.3% | +18.3% |
| YTD | -4.7% | -0.3% | -4.4% | -5.9% |
| 1Y | +1.8% | -0.5% | +2.3% | +0.5% |
| 3Y | +31.7% | +39.6% | -7.9% | +13.8% |
| 5Y | +12.1% | +50.1% | -38.0% | -6.2% |
| 10Y | +341.9% | +163.9% | +178.0% | +184.8% |
| All | +14,609.4% | +3,502.6% | +11,106.8% | +4,948.4% |
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