+22.0%
SPGI vs VUG
+86.3%
-64.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.3% |
| 7D | +0.1% | -0.1% | +0.2% | +0.2% |
| 30D | +8.4% | -0.3% | +8.7% | +8.6% |
| 3M | +11.8% | -0.7% | +12.5% | +12.0% |
| 6M | +5.7% | +14.6% | -8.9% | -2.1% |
| YTD | -9.7% | +9.0% | -18.7% | -14.0% |
| 1Y | -12.5% | +14.9% | -27.3% | -19.3% |
| All | +22.0% | +86.3% | -64.3% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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