+334.3%
SPGI vs ALB
+38.2%
+296.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -0.9% | +9.5% | -10.3% | -2.2% |
| 30D | +15.5% | -2.1% | +17.6% | +15.7% |
| 3M | +15.7% | -24.1% | +39.8% | +20.2% |
| 6M | +19.1% | -51.0% | +70.1% | +32.0% |
| YTD | -4.1% | -29.3% | +25.3% | -1.5% |
| 1Y | +1.2% | +3.2% | -2.0% | -3.2% |
| 3Y | +31.6% | -9.3% | +40.9% | +20.1% |
| 5Y | +12.4% | -61.6% | +74.1% | +19.7% |
| 10Y | +334.3% | +40.8% | +293.5% | +201.4% |
| All | +334.3% | +38.2% | +296.1% | +201.4% |
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