+1,122.0%
DELL vs SPGI
+5.8%
+1,116.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.2% | +5.1% | +3.1% |
| 7D | +25.6% | -2.5% | +28.1% | +26.7% |
| 30D | +17.7% | +5.4% | +12.2% | +14.6% |
| 3M | +33.4% | +9.0% | +24.4% | +26.1% |
| 6M | +266.2% | +0.8% | +265.4% | +258.8% |
| YTD | +328.0% | -12.6% | +340.6% | +348.4% |
| 1Y | +339.6% | -16.1% | +355.7% | +369.0% |
| 3Y | +694.6% | +19.0% | +675.6% | +592.3% |
| 5Y | +1,122.0% | +5.1% | +1,116.9% | +969.7% |
| All | +1,122.0% | +5.8% | +1,116.2% | +969.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling