+14.0%
SPGI vs ALM
+387.9%
-374.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.5% | +5.1% | -1.3% |
| 7D | -0.8% | -4.0% | +3.2% | -0.8% |
| 30D | +14.3% | -30.5% | +44.8% | +14.9% |
| 3M | +14.5% | -46.9% | +61.4% | +15.6% |
| 6M | +17.3% | -65.5% | +82.8% | +19.2% |
| YTD | -4.6% | -13.4% | +8.8% | -5.4% |
| 1Y | +0.8% | +9.8% | -9.0% | -0.9% |
| 3Y | +28.8% | +783.1% | -754.3% | +17.8% |
| 5Y | +14.0% | +378.3% | -364.3% | +5.3% |
| All | +14.0% | +387.9% | -374.0% | +5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling