+223.5%
C vs SPGI
+333.9%
-110.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +1.1% |
| 7D | -2.4% | +0.3% | -2.7% | -2.6% |
| 30D | -6.0% | +18.4% | -24.4% | -15.2% |
| 3M | -10.5% | +15.7% | -26.2% | -18.5% |
| 6M | -5.7% | +17.3% | -23.0% | -16.0% |
| YTD | +4.1% | -4.7% | +8.9% | +4.1% |
| 1Y | +20.5% | +1.8% | +18.7% | +15.0% |
| 3Y | +208.1% | +31.7% | +176.4% | +145.4% |
| 5Y | +110.4% | +12.1% | +98.4% | +81.5% |
| All | +223.5% | +333.9% | -110.4% | +21.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling