+30.3%
SPGI vs ALC
+2.0%
+28.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.5% | +1.1% |
| 7D | -1.4% | -6.3% | +4.9% | +0.7% |
| 30D | +15.3% | +12.6% | +2.7% | +11.1% |
| 3M | +16.5% | -3.8% | +20.3% | +17.6% |
| 6M | +19.8% | +16.8% | +3.0% | +14.1% |
| YTD | -3.2% | -7.6% | +4.4% | -1.8% |
| 1Y | +1.8% | -5.9% | +7.7% | +2.6% |
| All | +30.3% | +2.0% | +28.3% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 3y: compounded portfolio wealth divided by compounded ALC 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…
3y analysis · Full analysis span regression · 6 months rolling