-16.6%
SPCX vs SPGI
+19.3%
-35.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.0% | +9.6% | +8.6% |
| 7D | -0.3% | +0.3% | -0.6% | -0.2% |
| 30D | -19.9% | +18.4% | -38.3% | -20.8% |
| 3M | +16.8% | +15.7% | +1.1% | +15.6% |
| All | -16.6% | +19.3% | -35.9% | -20.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling