-39.3%
BE vs SPGI
+17.6%
-57.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.0% | +4.4% | +2.6% |
| 7D | -14.7% | +0.3% | -15.0% | -14.3% |
| 30D | -40.5% | +18.4% | -58.9% | -30.9% |
| 3M | -24.3% | +15.7% | -40.0% | -12.8% |
| 6M | -39.3% | +17.3% | -56.6% | -25.3% |
| All | -39.3% | +17.6% | -57.0% | -25.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling