+6,195.4%
SPGI vs VTR
+1,498.3%
+4,697.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.2% |
| 7D | -0.8% | +0.7% | -1.5% | -1.0% |
| 30D | +14.3% | +6.9% | +7.4% | +12.4% |
| 3M | +14.5% | +1.3% | +13.2% | +14.1% |
| 6M | +17.3% | +2.5% | +14.8% | +16.3% |
| YTD | -4.6% | +18.0% | -22.6% | -9.0% |
| 1Y | +0.8% | +19.5% | -18.7% | -4.2% |
| 3Y | +28.8% | +130.2% | -101.4% | +3.5% |
| 5Y | +14.0% | +93.8% | -79.9% | -5.3% |
| 10Y | +332.5% | +131.5% | +201.0% | +215.6% |
| All | +6,195.4% | +1,498.3% | +4,697.1% | +3,311.0% |
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