+11.7%
SPGI vs VT
+53.4%
-41.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.2% |
| 7D | +0.3% | -2.3% | +2.6% | +2.2% |
| 30D | +18.4% | -5.0% | +23.3% | +23.4% |
| 3M | +15.7% | -4.9% | +20.6% | +20.5% |
| 6M | +17.3% | -1.5% | +18.8% | +17.7% |
| YTD | -4.7% | +8.5% | -13.2% | -12.9% |
| 1Y | +1.8% | +11.4% | -9.6% | -9.4% |
| 3Y | +31.7% | +70.1% | -38.4% | -24.7% |
| All | +11.7% | +53.4% | -41.7% | -28.6% |
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