+1,076.1%
BE vs SPGI
+8.3%
+1,067.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.6% | +8.9% | +8.3% |
| 7D | +20.0% | +0.1% | +19.8% | +19.9% |
| 30D | +7.9% | +8.4% | -0.5% | +2.5% |
| 3M | -13.2% | +11.8% | -25.0% | -21.5% |
| 6M | +53.5% | +5.7% | +47.7% | +41.8% |
| YTD | +191.0% | -9.7% | +200.7% | +198.2% |
| 1Y | +360.5% | -12.5% | +373.0% | +375.5% |
| 3Y | +1,568.0% | +21.8% | +1,546.2% | +1,032.7% |
| All | +1,076.1% | +8.3% | +1,067.9% | +748.8% |
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