+95.6%
F vs SPGI
+308.9%
-213.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.0% | +2.2% |
| 7D | +5.3% | +0.1% | +5.2% | +5.2% |
| 30D | +4.6% | +8.4% | -3.8% | +0.3% |
| 3M | -3.7% | +11.8% | -15.5% | -10.0% |
| 6M | +16.8% | +5.7% | +11.1% | +11.5% |
| YTD | +15.3% | -9.7% | +25.0% | +18.5% |
| 1Y | +31.0% | -12.5% | +43.5% | +36.2% |
| 3Y | +45.4% | +21.8% | +23.6% | +23.6% |
| 5Y | +54.7% | +8.2% | +46.5% | +37.5% |
| All | +95.6% | +308.9% | -213.3% | -9.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling