+0.4%
SPGI price history and return analytics
+11.9%
-11.5%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | +1.2% | +2.4% | -1.1% | +0.7% |
| 30D | +15.9% | -1.5% | +17.4% | +16.2% |
| 3M | +12.3% | -4.1% | +16.4% | +13.3% |
| 6M | +23.7% | +0.6% | +23.1% | +23.4% |
| YTD | -3.5% | +11.0% | -14.6% | -7.9% |
| 1Y | +0.4% | +13.3% | -12.9% | -4.4% |
| All | +0.4% | +11.9% | -11.5% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 1y: compounded portfolio wealth divided by compounded VT 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…
1y analysis · Full analysis span regression · 6 months rolling