+1,709.5%
BE vs SPGI
+30.0%
+1,679.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.1% | -6.0% | -4.8% |
| 7D | +10.8% | +1.2% | +9.6% | +10.9% |
| 30D | -19.8% | +15.9% | -35.7% | -19.0% |
| 3M | -18.7% | +12.3% | -31.0% | -18.0% |
| 6M | -33.7% | +23.7% | -57.4% | -33.7% |
| YTD | +121.0% | -3.5% | +124.5% | +133.6% |
| 1Y | +85.4% | +0.4% | +85.0% | +91.6% |
| 3Y | +1,709.5% | +29.9% | +1,679.6% | +935.1% |
| All | +1,709.5% | +30.0% | +1,679.5% | +935.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling