+334.3%
SPGI vs VO
+206.8%
+127.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.7% | -2.0% | -1.9% |
| 7D | -0.9% | -0.1% | -0.7% | -0.8% |
| 30D | +15.5% | +0.5% | +15.0% | +14.9% |
| 3M | +15.7% | -1.0% | +16.7% | +16.7% |
| 6M | +19.1% | +6.4% | +12.6% | +11.7% |
| YTD | -4.1% | +13.6% | -17.6% | -15.6% |
| 1Y | +1.2% | +14.5% | -13.3% | -11.8% |
| 3Y | +31.6% | +67.2% | -35.6% | -21.8% |
| 5Y | +12.4% | +36.1% | -23.6% | -18.1% |
| 10Y | +334.3% | +199.3% | +135.0% | +46.3% |
| All | +334.3% | +206.8% | +127.5% | +46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 10y: compounded portfolio wealth divided by compounded VO 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…
10y analysis · Full analysis span regression · 6 months rolling