+331.8%
SPGI vs ALB
+33.3%
+298.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.1% |
| 7D | +0.3% | +9.1% | -8.8% | -1.1% |
| 30D | +18.4% | -3.4% | +21.8% | +18.9% |
| 3M | +15.7% | -20.6% | +36.3% | +19.4% |
| 6M | +17.3% | -48.2% | +65.4% | +28.8% |
| YTD | -4.7% | -29.2% | +24.5% | -2.2% |
| 1Y | +1.8% | +10.0% | -8.2% | -3.7% |
| 3Y | +31.7% | -12.9% | +44.6% | +21.3% |
| 5Y | +12.1% | -61.3% | +73.4% | +19.1% |
| All | +331.8% | +33.3% | +298.5% | +208.9% |
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