+14.0%
SPGI vs ALL
+161.8%
-147.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -1.9% |
| 7D | -0.8% | 0.0% | -0.8% | -0.9% |
| 30D | +14.3% | +12.8% | +1.5% | +10.4% |
| 3M | +14.5% | +4.7% | +9.8% | +12.9% |
| 6M | +17.3% | +24.9% | -7.7% | +9.7% |
| YTD | -4.6% | +30.0% | -34.6% | -12.0% |
| 1Y | +0.8% | +29.9% | -29.2% | -7.1% |
| 3Y | +28.8% | +117.5% | -88.8% | +2.4% |
| 5Y | +14.0% | +161.7% | -147.7% | -12.7% |
| All | +14.0% | +161.8% | -147.9% | -12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling