+1,008.9%
BE vs SPGI
+128.9%
+880.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -3.2% | +12.8% | +12.2% |
| 7D | +29.8% | -2.5% | +32.2% | +32.0% |
| 30D | +26.4% | +5.4% | +21.0% | +20.0% |
| 3M | +9.3% | +9.0% | +0.3% | -3.0% |
| 6M | +105.1% | +0.8% | +104.3% | +90.4% |
| YTD | +219.0% | -12.6% | +231.6% | +226.4% |
| 1Y | +418.8% | -16.1% | +434.9% | +439.1% |
| 3Y | +1,784.6% | +19.0% | +1,765.6% | +1,213.2% |
| 5Y | +1,251.0% | +5.1% | +1,245.9% | +986.4% |
| All | +1,008.9% | +128.9% | +880.0% | +238.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling