+94.9%
VICI vs SPYG
+296.0%
-201.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | -0.1% |
| 7D | -2.3% | -0.9% | -1.4% | -1.8% |
| 30D | -4.8% | -1.5% | -3.2% | -3.9% |
| 3M | -10.1% | +3.7% | -13.9% | -12.7% |
| 6M | -9.7% | +16.4% | -26.1% | -19.0% |
| YTD | -8.8% | +13.3% | -22.1% | -17.0% |
| 1Y | -20.2% | +17.9% | -38.1% | -29.6% |
| 3Y | -5.8% | +98.3% | -104.1% | -45.5% |
| 5Y | +9.5% | +86.4% | -76.9% | -34.6% |
| All | +94.9% | +296.0% | -201.1% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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