+295.5%
SPGI vs A
+237.5%
+58.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.7% | -0.5% | -2.0% |
| 7D | -2.5% | -2.1% | -0.4% | -1.6% |
| 30D | +5.4% | +0.6% | +4.8% | +4.9% |
| 3M | +9.0% | +10.9% | -1.8% | +3.2% |
| 6M | +0.8% | +28.2% | -27.4% | -12.2% |
| YTD | -12.6% | +8.6% | -21.1% | -17.5% |
| 1Y | -16.1% | +15.5% | -31.7% | -24.0% |
| 3Y | +19.0% | +31.8% | -12.8% | -4.6% |
| 5Y | +5.1% | -14.9% | +19.9% | +6.4% |
| 10Y | +295.5% | +237.8% | +57.6% | +86.6% |
| All | +295.5% | +237.5% | +58.0% | +86.6% |
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