+13.7%
SPGI vs VO
+36.2%
-22.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +1.2% | +3.1% | -1.9% | -1.5% |
| 30D | +15.9% | +2.2% | +13.7% | +13.7% |
| 3M | +12.3% | -2.5% | +14.8% | +14.7% |
| 6M | +23.7% | +7.0% | +16.7% | +16.2% |
| YTD | -3.5% | +14.0% | -17.5% | -14.5% |
| 1Y | +0.4% | +15.6% | -15.2% | -12.2% |
| 3Y | +29.9% | +66.2% | -36.3% | -19.6% |
| All | +13.7% | +36.2% | -22.5% | -15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling