+2,493.8%
SPGI vs A
+546.2%
+1,947.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.5% |
| 7D | +0.3% | -0.1% | +0.3% | +0.3% |
| 30D | +18.4% | +3.4% | +15.0% | +17.1% |
| 3M | +15.7% | +23.8% | -8.1% | +8.4% |
| 6M | +17.3% | +49.0% | -31.7% | +3.4% |
| YTD | -4.7% | +29.4% | -34.1% | -12.7% |
| 1Y | +1.8% | +19.4% | -17.6% | -4.7% |
| 3Y | +31.7% | +66.2% | -34.5% | +9.9% |
| 5Y | +12.1% | +15.8% | -3.7% | +2.9% |
| 10Y | +341.9% | +326.1% | +15.9% | +187.7% |
| All | +2,493.8% | +546.2% | +1,947.5% | +1,127.8% |
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