+615.0%
F vs SPGI
+14,090.3%
-13,475.3%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.6% |
| 3M | -3.7% | +11.8% | -15.5% | -9.5% |
| 6M | +16.8% | +5.7% | +11.1% | +11.8% |
| YTD | +15.3% | -9.7% | +25.0% | +17.7% |
| 1Y | +31.0% | -12.5% | +43.5% | +35.0% |
| 3Y | +45.4% | +21.8% | +23.6% | +27.2% |
| 5Y | +54.7% | +8.2% | +46.5% | +42.2% |
| 10Y | +98.2% | +309.5% | -211.3% | -4.6% |
| All | +615.0% | +14,090.3% | -13,475.3% | -23.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling