+216.0%
C vs SPGI
+30.0%
+186.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.5% |
| 7D | +4.2% | +1.2% | +2.9% | +3.7% |
| 30D | +2.0% | +15.9% | -13.9% | -3.9% |
| 3M | -10.1% | +12.3% | -22.4% | -14.4% |
| 6M | +1.0% | +23.7% | -22.7% | -8.8% |
| YTD | +8.5% | -3.5% | +12.0% | +10.6% |
| 1Y | +25.7% | +0.4% | +25.3% | +24.7% |
| 3Y | +216.0% | +29.9% | +186.1% | +176.2% |
| All | +216.0% | +30.0% | +186.0% | +176.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling