+1,580.2%
BE vs SPGI
+23.3%
+1,556.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.6% | +8.9% | +7.5% |
| 7D | +20.0% | +0.1% | +19.8% | +19.9% |
| 30D | +7.9% | +8.4% | -0.5% | +7.4% |
| 3M | -13.2% | +11.8% | -25.0% | -14.4% |
| 6M | +53.5% | +5.7% | +47.7% | +53.1% |
| YTD | +191.0% | -9.7% | +200.7% | +205.6% |
| 1Y | +360.5% | -12.5% | +373.0% | +393.4% |
| All | +1,580.2% | +23.3% | +1,556.9% | +1,016.1% |
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