+1,842.0%
SPGI vs VUG
+1,157.1%
+684.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.9% |
| 7D | +0.3% | -3.4% | +3.7% | +3.5% |
| 30D | +18.4% | -11.1% | +29.5% | +31.9% |
| 3M | +15.7% | -7.2% | +22.9% | +23.4% |
| 6M | +17.3% | -4.1% | +21.4% | +19.8% |
| YTD | -4.7% | +1.4% | -6.1% | -8.3% |
| 1Y | +1.8% | +1.9% | -0.1% | -2.9% |
| 3Y | +31.7% | +77.7% | -46.0% | -32.5% |
| 5Y | +12.1% | +57.6% | -45.5% | -36.7% |
| 10Y | +341.9% | +398.6% | -56.6% | -36.0% |
| All | +1,842.0% | +1,157.1% | +684.9% | -6.4% |
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