+338.6%
SPGI vs ALL
+371.2%
-32.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.2% |
| 7D | -1.4% | -2.6% | +1.2% | -0.3% |
| 30D | +15.3% | +12.7% | +2.5% | +9.2% |
| 3M | +16.5% | +0.4% | +16.1% | +16.1% |
| 6M | +19.8% | +23.8% | -4.0% | +7.9% |
| YTD | -3.2% | +27.8% | -31.0% | -14.6% |
| 1Y | +1.8% | +28.9% | -27.1% | -10.6% |
| 3Y | +30.6% | +113.9% | -83.3% | -12.5% |
| 5Y | +16.0% | +157.4% | -141.3% | -32.9% |
| 10Y | +338.6% | +369.0% | -30.4% | +103.8% |
| All | +338.6% | +371.2% | -32.6% | +103.8% |
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