+207.0%
C vs SPGI
+333.9%
-126.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.7% |
| 7D | +4.2% | +1.2% | +2.9% | +3.4% |
| 30D | +2.0% | +15.9% | -13.9% | -6.9% |
| 3M | -10.1% | +12.3% | -22.4% | -16.6% |
| 6M | +1.0% | +23.7% | -22.7% | -13.0% |
| YTD | +8.5% | -3.5% | +12.0% | +7.6% |
| 1Y | +25.7% | +0.4% | +25.3% | +21.3% |
| 3Y | +216.0% | +29.9% | +186.1% | +154.1% |
| 5Y | +112.3% | +15.2% | +97.1% | +79.8% |
| All | +207.0% | +333.9% | -126.8% | +13.0% |
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