+343.3%
SPGI vs ALB
+32.4%
+311.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.3% |
| 7D | +1.2% | -5.8% | +7.0% | +2.1% |
| 30D | +15.9% | -4.5% | +20.4% | +16.6% |
| 3M | +12.3% | -28.1% | +40.4% | +17.6% |
| 6M | +23.7% | -53.2% | +76.9% | +38.1% |
| YTD | -3.5% | -33.3% | +29.8% | -0.1% |
| 1Y | +0.4% | -17.4% | +17.8% | -0.1% |
| 3Y | +29.9% | -14.1% | +44.0% | +19.5% |
| 5Y | +15.2% | -64.0% | +79.2% | +23.9% |
| All | +343.3% | +32.4% | +311.0% | +213.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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