Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • VTI vs SPGI✓SelectedUSD · SPGIVTI vs SPGI performance historyLatest closeAs of-0.56%09/08
Stock and ETF performance explorer

VTI vs SPGI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+74.6%
SPGI return
+4.3%
Excess return
+70.4%
Maximum drawdown
-25.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioSPGIExcessAlpha
1D-0.6%-3.2%+2.6%+0.7%
7D+0.6%-2.5%+3.1%+1.6%
30D-1.1%+5.4%-6.5%-3.4%
3M+3.9%+9.0%-5.1%-0.7%
6M+14.6%+0.8%+13.8%+13.1%
YTD+13.3%-12.6%+25.9%+18.6%
1Y+19.2%-16.1%+35.3%+26.9%
3Y+77.4%+19.0%+58.4%+54.4%
All+74.6%+4.3%+70.4%+56.0%

Cumulative growth

Daily Returns

Daily percentage return beside SPGI.

Daily Out/Under-Performance

Portfolio return minus SPGI return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × SPGI 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 5y: compounded portfolio wealth divided by compounded SPGI 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…

5y analysis · Full analysis span regression · 6 months rolling