+143.3%
DELL vs SPGI
+3.2%
+140.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +3.4% | -12.2% | -8.2% |
| 7D | -24.6% | +7.2% | -31.8% | -23.7% |
| 30D | -32.5% | +23.2% | -55.7% | -30.9% |
| 3M | -20.2% | +17.0% | -37.2% | -18.7% |
| 6M | +76.5% | +20.4% | +56.1% | +78.7% |
| YTD | +198.9% | -1.9% | +200.8% | +222.3% |
| 1Y | +143.3% | +2.9% | +140.4% | +169.7% |
| All | +143.3% | +3.2% | +140.1% | +169.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling