+1,545.4%
SPGI vs VXUS
+156.4%
+1,389.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.1% |
| 7D | +0.3% | -1.8% | +2.0% | +1.8% |
| 30D | +18.4% | -4.6% | +22.9% | +22.9% |
| 3M | +15.7% | -6.1% | +21.8% | +21.6% |
| 6M | +17.3% | -4.9% | +22.2% | +20.7% |
| YTD | -4.7% | +8.1% | -12.8% | -13.1% |
| 1Y | +1.8% | +12.1% | -10.3% | -10.2% |
| 3Y | +31.7% | +63.9% | -32.2% | -18.2% |
| 5Y | +12.1% | +43.1% | -31.1% | -21.4% |
| 10Y | +341.9% | +139.2% | +202.7% | +99.1% |
| All | +1,545.4% | +156.4% | +1,389.0% | +595.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 VXUS 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