+1,463.3%
SPGI vs VT
+374.2%
+1,089.1%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +0.1% | +0.4% | -0.3% | -0.3% |
| 30D | +8.4% | +1.0% | +7.4% | +7.3% |
| 3M | +11.8% | +2.4% | +9.5% | +8.4% |
| 6M | +5.7% | +12.0% | -6.3% | -7.1% |
| YTD | -9.7% | +15.3% | -25.0% | -23.1% |
| 1Y | -12.5% | +22.6% | -35.0% | -30.3% |
| 3Y | +21.8% | +74.7% | -52.9% | -33.6% |
| 5Y | +8.2% | +66.1% | -58.0% | -37.8% |
| 10Y | +309.5% | +225.0% | +84.5% | +17.8% |
| All | +1,463.3% | +374.2% | +1,089.1% | +182.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling