+1,741.1%
SPGI vs VUG
+1,251.8%
+489.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.1% |
| 7D | +0.1% | -0.1% | +0.2% | +0.3% |
| 30D | +8.4% | -0.3% | +8.7% | +8.7% |
| 3M | +11.8% | -0.7% | +12.5% | +11.5% |
| 6M | +5.7% | +14.6% | -8.9% | -9.3% |
| YTD | -9.7% | +9.0% | -18.7% | -18.4% |
| 1Y | -12.5% | +14.9% | -27.3% | -25.6% |
| 3Y | +21.8% | +86.0% | -64.2% | -39.7% |
| 5Y | +8.2% | +76.7% | -68.5% | -45.2% |
| 10Y | +309.5% | +411.3% | -101.8% | -41.1% |
| All | +1,741.1% | +1,251.8% | +489.3% | -16.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling