+334.3%
SPGI vs ALL
+367.3%
-33.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.9% |
| 7D | -0.9% | -3.9% | +3.0% | +0.9% |
| 30D | +15.5% | +10.6% | +4.9% | +10.4% |
| 3M | +15.7% | -4.6% | +20.2% | +17.9% |
| 6M | +19.1% | +20.2% | -1.1% | +8.7% |
| YTD | -4.1% | +23.7% | -27.8% | -14.0% |
| 1Y | +1.2% | +27.9% | -26.7% | -10.8% |
| 3Y | +31.6% | +109.2% | -77.6% | -11.0% |
| 5Y | +12.4% | +148.0% | -135.5% | -33.8% |
| 10Y | +334.3% | +363.8% | -29.5% | +104.0% |
| All | +334.3% | +367.3% | -33.0% | +104.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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