+5,859.5%
SPGI vs VTR
+1,499.7%
+4,359.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -1.1% |
| 7D | +0.1% | -1.7% | +1.8% | +0.6% |
| 30D | +8.4% | -2.4% | +10.9% | +9.0% |
| 3M | +11.8% | +14.8% | -3.0% | +8.0% |
| 6M | +5.7% | +5.3% | +0.4% | +4.0% |
| YTD | -9.7% | +18.1% | -27.8% | -13.8% |
| 1Y | -12.5% | +36.7% | -49.2% | -19.5% |
| 3Y | +21.8% | +130.1% | -108.3% | -2.1% |
| 5Y | +8.2% | +89.5% | -81.3% | -9.8% |
| 10Y | +309.5% | +87.4% | +222.1% | +213.4% |
| All | +5,859.5% | +1,499.7% | +4,359.8% | +3,130.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling