+343.3%
SPGI vs VTV
+230.1%
+113.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +0.9% |
| 7D | +1.2% | +2.9% | -1.7% | -1.7% |
| 30D | +15.9% | +3.8% | +12.1% | +11.7% |
| 3M | +12.3% | +1.6% | +10.7% | +10.6% |
| 6M | +23.7% | +11.2% | +12.5% | +10.9% |
| YTD | -3.5% | +22.0% | -25.5% | -21.5% |
| 1Y | +0.4% | +24.9% | -24.5% | -20.3% |
| 3Y | +29.9% | +78.5% | -48.6% | -28.8% |
| 5Y | +15.2% | +77.8% | -62.6% | -36.1% |
| All | +343.3% | +230.1% | +113.3% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 10y: compounded portfolio wealth divided by compounded VTV 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…
10y analysis · Full analysis span regression · 6 months rolling