+22.0%
SPGI vs A
+30.8%
-8.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.7% |
| 7D | +0.1% | -1.9% | +2.1% | +0.5% |
| 30D | +8.4% | +6.9% | +1.5% | +6.7% |
| 3M | +11.8% | +9.2% | +2.6% | +9.3% |
| 6M | +5.7% | +25.7% | -20.0% | -0.6% |
| YTD | -9.7% | +11.5% | -21.2% | -12.3% |
| 1Y | -12.5% | +18.4% | -30.8% | -16.7% |
| All | +22.0% | +30.8% | -8.8% | +8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling