+1.7%
SPGI vs ALM
+21.0%
-19.3%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +8.1% | -7.4% | +0.8% |
| 7D | -0.9% | +0.7% | -1.6% | -0.8% |
| 30D | +15.5% | -26.1% | +41.6% | +15.0% |
| 3M | +15.7% | -38.1% | +53.8% | +14.9% |
| 6M | +19.1% | -55.4% | +74.5% | +18.3% |
| YTD | -4.1% | -0.4% | -3.7% | -0.3% |
| All | +1.7% | +21.0% | -19.3% | +6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling