+338.6%
SPGI vs ALB
+34.2%
+304.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.2% |
| 7D | -0.8% | -3.6% | +2.8% | -0.3% |
| 30D | +14.3% | -2.9% | +17.1% | +14.6% |
| 3M | +14.5% | -25.8% | +40.3% | +19.4% |
| 6M | +17.3% | -53.6% | +70.9% | +31.1% |
| YTD | -4.6% | -32.4% | +27.8% | -1.4% |
| 1Y | +0.8% | -13.0% | +13.8% | -0.7% |
| 3Y | +28.8% | -15.0% | +43.8% | +18.8% |
| 5Y | +14.0% | -63.5% | +77.5% | +22.4% |
| All | +338.6% | +34.2% | +304.4% | +209.0% |
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