-15.1%
F vs SPGI
+12.2%
-27.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.3% |
| 7D | -0.6% | -0.9% | +0.2% | -0.2% |
| 30D | +2.9% | +15.5% | -12.6% | -3.9% |
| 3M | -9.5% | +15.7% | -25.1% | -15.7% |
| 6M | +4.0% | +19.1% | -15.0% | -6.0% |
| YTD | -1.3% | -4.1% | +2.8% | -0.4% |
| 1Y | -1.9% | +1.2% | -3.1% | -4.5% |
| 3Y | +53.5% | +31.6% | +21.9% | +20.1% |
| 5Y | -15.1% | +12.4% | -27.6% | -30.1% |
| All | -15.1% | +12.2% | -27.3% | -30.1% |
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