+9.5%
SPGI vs VT
+66.2%
-56.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +0.1% | +0.4% | -0.3% | -0.2% |
| 30D | +8.4% | +1.0% | +7.4% | +7.5% |
| 3M | +11.8% | +2.4% | +9.5% | +9.1% |
| 6M | +5.7% | +12.0% | -6.3% | -5.5% |
| YTD | -9.7% | +15.3% | -25.0% | -21.5% |
| 1Y | -12.5% | +22.6% | -35.0% | -28.6% |
| 3Y | +21.8% | +74.7% | -52.9% | -31.2% |
| All | +9.5% | +66.2% | -56.7% | -35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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