-11.4%
F vs SPGI
+11.5%
-22.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.2% |
| 7D | +1.4% | +2.6% | -1.2% | +0.2% |
| 30D | +2.0% | +19.3% | -17.2% | -6.1% |
| 3M | -10.4% | +15.5% | -25.8% | -16.5% |
| 6M | +9.7% | +18.3% | -8.6% | -0.5% |
| YTD | -1.2% | -3.8% | +2.6% | -0.4% |
| 1Y | 0.0% | +1.3% | -1.3% | -2.6% |
| 3Y | +41.1% | +33.6% | +7.5% | +9.2% |
| 5Y | -11.4% | +13.2% | -24.6% | -27.1% |
| All | -11.4% | +11.5% | -22.9% | -27.1% |
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