+2.2%
SPGI vs VTR
+88.4%
-86.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.0% | -2.4% |
| 7D | -3.1% | -2.9% | -0.2% | -2.2% |
| 30D | +2.0% | -2.8% | +4.8% | +2.9% |
| 3M | +4.3% | +9.0% | -4.7% | +1.4% |
| 6M | -0.2% | +5.0% | -5.2% | -2.2% |
| YTD | -14.8% | +16.9% | -31.7% | -19.8% |
| 1Y | -18.5% | +34.3% | -52.8% | -27.2% |
| 3Y | +16.0% | +131.6% | -115.6% | -15.8% |
| 5Y | +2.2% | +88.0% | -85.8% | -25.7% |
| All | +2.2% | +88.4% | -86.2% | -25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling