+19.0%
SPGI vs VTR
+131.6%
-112.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.1% |
| 7D | -2.5% | -2.4% | -0.1% | -1.9% |
| 30D | +5.4% | -3.7% | +9.1% | +6.3% |
| 3M | +9.0% | +13.5% | -4.5% | +5.8% |
| 6M | +0.8% | +7.2% | -6.4% | -1.2% |
| YTD | -12.6% | +17.6% | -30.1% | -16.8% |
| 1Y | -16.1% | +35.4% | -51.5% | -24.0% |
| 3Y | +19.0% | +132.8% | -113.9% | -9.5% |
| All | +19.0% | +131.6% | -112.7% | -9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling