+1,597.9%
SPGI vs VT
+363.9%
+1,234.0%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.7% | +1.7% | +1.6% |
| 7D | +7.2% | -0.3% | +7.5% | +7.5% |
| 30D | +23.2% | -1.4% | +24.7% | +24.9% |
| 3M | +17.0% | -1.4% | +18.4% | +18.5% |
| 6M | +20.4% | +5.5% | +15.0% | +12.8% |
| YTD | -1.9% | +12.8% | -14.7% | -14.7% |
| 1Y | +2.9% | +15.4% | -12.5% | -12.8% |
| 3Y | +36.2% | +76.9% | -40.6% | -27.0% |
| 5Y | +14.8% | +60.4% | -45.6% | -31.6% |
| 10Y | +355.1% | +232.8% | +122.3% | +27.5% |
| All | +1,597.9% | +363.9% | +1,234.0% | +213.7% |
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