+0.5%
SPGI vs VNQ
+5.5%
-5.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.2% |
| 7D | -8.9% | -2.6% | -6.3% | -7.0% |
| 30D | +0.6% | -2.3% | +3.0% | +2.6% |
| 3M | +2.0% | -2.8% | +4.8% | +4.3% |
| 6M | +0.1% | +2.5% | -2.4% | -1.9% |
| YTD | -16.4% | +8.4% | -24.9% | -21.7% |
| 1Y | -18.9% | +6.8% | -25.7% | -23.2% |
| 3Y | +13.8% | +29.9% | -16.2% | -9.1% |
| 5Y | +0.5% | +7.2% | -6.7% | -5.8% |
| All | +0.5% | +5.5% | -5.0% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 5y: compounded portfolio wealth divided by compounded VNQ 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…
5y analysis · Full analysis span regression · 6 months rolling