+51.7%
DELL vs SPGI
+20.7%
+31.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +0.4% | +11.4% | +11.9% |
| 7D | +0.4% | -1.4% | +1.7% | -0.3% |
| 30D | -35.1% | +15.3% | -50.4% | -31.7% |
| 3M | -15.1% | +16.5% | -31.7% | -10.8% |
| 6M | +51.7% | +19.8% | +31.9% | +58.6% |
| All | +51.7% | +20.7% | +31.0% | +58.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling