+9.5%
SPGI vs ALL
+118.4%
-108.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.2% | -1.2% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | +8.4% | -1.5% | +9.9% | +8.8% |
| 3M | +11.8% | +23.6% | -11.8% | +5.3% |
| 6M | +5.7% | +22.3% | -16.6% | -0.4% |
| YTD | -9.7% | +26.5% | -36.2% | -15.8% |
| 1Y | -12.5% | +27.0% | -39.5% | -18.6% |
| 3Y | +21.8% | +149.6% | -127.8% | -5.4% |
| All | +9.5% | +118.4% | -108.9% | -11.1% |
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