+675.5%
BE vs SPGI
+151.2%
+524.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.7% | +11.2% | +11.4% |
| 7D | -1.2% | -0.9% | -0.3% | -0.6% |
| 30D | -30.9% | +15.5% | -46.4% | -39.0% |
| 3M | -11.6% | +15.7% | -27.3% | -23.0% |
| 6M | -25.7% | +19.1% | -44.8% | -39.9% |
| YTD | +123.1% | -4.1% | +127.2% | +109.5% |
| 1Y | +43.4% | +1.2% | +42.2% | +26.1% |
| 3Y | +1,683.6% | +31.6% | +1,652.0% | +1,027.5% |
| 5Y | +465.4% | +12.4% | +453.0% | +329.9% |
| All | +675.5% | +151.2% | +524.3% | +117.5% |
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