+532.2%
BE vs SPGI
+15.2%
+517.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.1% | -6.0% | -5.5% |
| 7D | +10.8% | +1.2% | +9.6% | +10.1% |
| 30D | -19.8% | +15.9% | -35.7% | -26.6% |
| 3M | -18.7% | +12.3% | -31.0% | -24.8% |
| 6M | -33.7% | +23.7% | -57.4% | -44.6% |
| YTD | +121.0% | -3.5% | +124.5% | +116.7% |
| 1Y | +85.4% | +0.4% | +85.0% | +73.5% |
| 3Y | +1,709.5% | +29.9% | +1,679.6% | +1,055.6% |
| All | +532.2% | +15.2% | +517.0% | +347.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling