+0.8%
SPGI vs ALB
-9.0%
+9.7%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.4% |
| 7D | -0.8% | -3.6% | +2.8% | -0.9% |
| 30D | +14.3% | -2.9% | +17.1% | +14.2% |
| 3M | +14.5% | -25.8% | +40.3% | +14.0% |
| 6M | +17.3% | -53.6% | +70.9% | +16.5% |
| YTD | -4.6% | -32.4% | +27.8% | -6.3% |
| 1Y | +0.8% | -13.0% | +13.8% | -3.2% |
| All | +0.8% | -9.0% | +9.7% | -3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling