+338.6%
SPGI vs ALM
+1,942.8%
-1,604.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.5% | +5.1% | -1.2% |
| 7D | -0.8% | -4.0% | +3.2% | -0.7% |
| 30D | +14.3% | -30.5% | +44.8% | +15.3% |
| 3M | +14.5% | -46.9% | +61.4% | +16.2% |
| 6M | +17.3% | -65.5% | +82.8% | +20.1% |
| YTD | -4.6% | -13.4% | +8.8% | -5.5% |
| 1Y | +0.8% | +9.8% | -9.0% | -1.1% |
| 3Y | +28.8% | +783.1% | -754.3% | +15.3% |
| 5Y | +14.0% | +378.3% | -364.3% | +2.9% |
| All | +338.6% | +1,942.8% | -1,604.3% | +270.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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