-17.4%
SPGI vs VTR
+34.2%
-51.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.0% | -2.5% |
| 7D | -3.1% | -2.9% | -0.2% | -2.9% |
| 30D | +2.0% | -2.8% | +4.8% | +2.1% |
| 3M | +4.3% | +9.0% | -4.7% | +5.6% |
| 6M | -0.2% | +5.0% | -5.2% | +0.2% |
| YTD | -14.8% | +16.9% | -31.7% | -14.1% |
| All | -17.4% | +34.2% | -51.5% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 1y: compounded portfolio wealth divided by compounded VTR 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…
1y analysis · Full analysis span regression · 6 months rolling