+992.7%
C vs SPGI
+15,015.0%
-14,022.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.9% | -3.1% | -3.8% |
| 7D | -5.3% | +2.6% | -7.8% | -6.9% |
| 30D | -7.3% | +19.3% | -26.6% | -17.6% |
| 3M | -13.5% | +15.5% | -28.9% | -21.8% |
| 6M | -6.5% | +18.3% | -24.8% | -18.1% |
| YTD | +3.6% | -3.8% | +7.4% | +2.1% |
| 1Y | +18.9% | +1.3% | +17.5% | +13.0% |
| 3Y | +205.0% | +33.6% | +171.4% | +138.7% |
| 5Y | +109.4% | +13.2% | +96.2% | +77.3% |
| 10Y | +232.9% | +346.3% | -113.4% | +7.9% |
| All | +992.7% | +15,015.0% | -14,022.3% | -48.0% |
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 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