-15.8%
F vs SPGI
+11.1%
-27.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.3% |
| 7D | +1.6% | +0.3% | +1.3% | +1.4% |
| 30D | +2.6% | +18.4% | -15.7% | -5.3% |
| 3M | -8.8% | +15.7% | -24.5% | -15.1% |
| 6M | +4.6% | +17.3% | -12.6% | -4.7% |
| YTD | -1.9% | -4.7% | +2.8% | -0.7% |
| 1Y | -0.8% | +1.8% | -2.6% | -3.9% |
| 3Y | +43.5% | +31.7% | +11.8% | +12.0% |
| All | -15.8% | +11.1% | -27.0% | -30.5% |
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