+1,575.7%
SPGI vs VNQ
+392.1%
+1,183.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.1% |
| 7D | -2.5% | -0.4% | -2.1% | -2.2% |
| 30D | +5.4% | -2.5% | +8.0% | +7.1% |
| 3M | +9.0% | +1.4% | +7.7% | +8.2% |
| 6M | +0.8% | +4.6% | -3.8% | -1.9% |
| YTD | -12.6% | +10.5% | -23.1% | -17.8% |
| 1Y | -16.1% | +8.4% | -24.5% | -20.3% |
| 3Y | +19.0% | +32.4% | -13.4% | -0.2% |
| 5Y | +5.1% | +5.5% | -0.4% | +1.1% |
| 10Y | +295.5% | +59.1% | +236.4% | +196.5% |
| All | +1,575.7% | +392.1% | +1,183.6% | +527.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling