+12,664.8%
SPGI vs ALL
+3,771.2%
+8,893.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -2.0% |
| 7D | -0.8% | 0.0% | -0.8% | -0.9% |
| 30D | +14.3% | +12.8% | +1.5% | +9.1% |
| 3M | +14.5% | +4.7% | +9.8% | +12.3% |
| 6M | +17.3% | +24.9% | -7.7% | +7.0% |
| YTD | -4.6% | +30.0% | -34.6% | -14.7% |
| 1Y | +0.8% | +29.9% | -29.2% | -9.9% |
| 3Y | +28.8% | +117.5% | -88.8% | -7.3% |
| 5Y | +14.0% | +161.7% | -147.7% | -25.8% |
| 10Y | +332.5% | +377.1% | -44.6% | +122.3% |
| All | +12,664.8% | +3,771.2% | +8,893.6% | +3,542.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling