+13.7%
SPGI price history and return analytics
+57.0%
-43.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.3% |
| 7D | +1.2% | +2.4% | -1.1% | -0.8% |
| 30D | +15.9% | -1.5% | +17.4% | +17.2% |
| 3M | +12.3% | -4.1% | +16.4% | +16.1% |
| 6M | +23.7% | +0.6% | +23.1% | +22.0% |
| YTD | -3.5% | +11.0% | -14.6% | -13.6% |
| 1Y | +0.4% | +13.3% | -12.9% | -11.9% |
| 3Y | +29.9% | +73.4% | -43.5% | -26.9% |
| All | +13.7% | +57.0% | -43.3% | -29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling