+2,359.1%
SPGI vs A
+457.0%
+1,902.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.7% |
| 7D | +0.1% | -1.9% | +2.1% | +0.7% |
| 30D | +8.4% | +6.9% | +1.5% | +6.2% |
| 3M | +11.8% | +9.2% | +2.6% | +8.6% |
| 6M | +5.7% | +25.7% | -20.0% | -2.0% |
| YTD | -9.7% | +11.5% | -21.2% | -13.5% |
| 1Y | -12.5% | +18.4% | -30.8% | -17.9% |
| 3Y | +21.8% | +26.6% | -4.8% | +10.1% |
| 5Y | +8.2% | -12.8% | +21.0% | +7.9% |
| 10Y | +309.5% | +247.2% | +62.3% | +182.6% |
| All | +2,359.1% | +457.0% | +1,902.1% | +1,117.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling