+593.0%
BE vs SPGI
+149.5%
+443.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.0% | +4.4% | +4.2% |
| 7D | -14.7% | +0.3% | -15.0% | -15.1% |
| 30D | -40.5% | +18.4% | -58.9% | -48.6% |
| 3M | -24.3% | +15.7% | -40.0% | -34.1% |
| 6M | -39.3% | +17.3% | -56.6% | -50.3% |
| YTD | +99.4% | -4.7% | +104.1% | +88.1% |
| 1Y | +26.6% | +1.8% | +24.8% | +10.3% |
| 3Y | +1,616.9% | +31.7% | +1,585.3% | +981.5% |
| 5Y | +441.4% | +12.1% | +429.3% | +312.2% |
| All | +593.0% | +149.5% | +443.5% | +95.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling