+334.3%
SPGI vs A
+328.7%
+5.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.4% | -0.7% |
| 7D | -0.9% | +4.8% | -5.6% | -3.0% |
| 30D | +15.5% | +5.6% | +9.9% | +12.4% |
| 3M | +15.7% | +23.6% | -7.9% | +4.2% |
| 6M | +19.1% | +56.4% | -37.3% | -5.4% |
| YTD | -4.1% | +33.4% | -37.5% | -18.0% |
| 1Y | +1.2% | +23.7% | -22.5% | -10.5% |
| 3Y | +31.6% | +71.0% | -39.4% | -7.3% |
| 5Y | +12.4% | +16.8% | -4.4% | -3.5% |
| 10Y | +334.3% | +323.8% | +10.5% | +86.2% |
| All | +334.3% | +328.7% | +5.6% | +86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling