+707.7%
BE vs SPGI
+149.8%
+557.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.4% | -2.2% | -2.5% |
| 7D | +20.5% | -0.8% | +21.4% | +21.4% |
| 30D | -23.4% | +14.3% | -37.6% | -31.7% |
| 3M | -14.9% | +14.5% | -29.4% | -25.1% |
| 6M | -28.1% | +17.3% | -45.3% | -41.0% |
| YTD | +132.4% | -4.6% | +137.0% | +119.2% |
| 1Y | +59.4% | +0.8% | +58.6% | +40.8% |
| 3Y | +1,815.8% | +28.8% | +1,787.1% | +1,140.1% |
| 5Y | +491.3% | +14.0% | +477.3% | +342.9% |
| All | +707.7% | +149.8% | +557.9% | +127.7% |
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