+33.2%
BE vs SPGI
+2.3%
+30.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.5% | -4.8% | -4.0% |
| 7D | -13.4% | +1.6% | -14.9% | -12.4% |
| 30D | -33.9% | +16.1% | -50.0% | -26.8% |
| 3M | -12.0% | +15.5% | -27.4% | -2.4% |
| 6M | -29.0% | +19.6% | -48.6% | -17.5% |
| YTD | +113.4% | -3.6% | +117.0% | +117.1% |
| 1Y | +33.2% | +2.2% | +31.0% | +56.4% |
| All | +33.2% | +2.3% | +30.9% | +56.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling