+308.7%
SPGI vs ALL
+368.3%
-59.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.2% | -1.0% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | +8.4% | -1.5% | +9.9% | +9.0% |
| 3M | +11.8% | +23.6% | -11.8% | +1.0% |
| 6M | +5.7% | +22.3% | -16.6% | -4.3% |
| YTD | -9.7% | +26.5% | -36.2% | -19.8% |
| 1Y | -12.5% | +27.0% | -39.5% | -22.8% |
| 3Y | +21.8% | +149.6% | -127.8% | -24.7% |
| 5Y | +8.2% | +118.1% | -109.9% | -31.0% |
| All | +308.7% | +368.3% | -59.6% | +72.6% |
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