+13.2%
SPGI vs VT
+53.2%
-40.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.1% | +2.1% | +1.5% |
| 7D | +2.6% | -4.2% | +6.7% | +6.2% |
| 30D | +19.3% | -5.8% | +25.1% | +25.3% |
| 3M | +15.5% | -5.2% | +20.7% | +20.6% |
| 6M | +18.3% | +0.1% | +18.2% | +16.9% |
| YTD | -3.8% | +8.2% | -12.0% | -11.9% |
| 1Y | +1.3% | +10.1% | -8.8% | -8.9% |
| 3Y | +33.6% | +69.7% | -36.1% | -23.4% |
| 5Y | +13.2% | +53.4% | -40.2% | -27.8% |
| All | +13.2% | +53.2% | -40.0% | -27.8% |
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