+616.0%
VIG vs SPY
+748.1%
-132.1%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.2% | -0.3% |
| 7D | -0.4% | +0.5% | -1.0% | -0.9% |
| 30D | -2.1% | -0.9% | -1.1% | -1.3% |
| 3M | +3.3% | +3.9% | -0.5% | -0.1% |
| 6M | +9.3% | +14.5% | -5.2% | -2.8% |
| YTD | +10.1% | +12.9% | -2.8% | -0.9% |
| 1Y | +14.7% | +19.4% | -4.6% | -1.6% |
| 3Y | +56.9% | +78.5% | -21.5% | -5.1% |
| 5Y | +62.9% | +81.8% | -18.8% | -3.7% |
| 10Y | +241.3% | +311.5% | -70.2% | +0.2% |
| All | +616.0% | +748.1% | -132.1% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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