+11.7%
SPGI vs ALM
+396.4%
-384.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.0% |
| 7D | +0.3% | -6.7% | +6.9% | +0.4% |
| 30D | +18.4% | -32.9% | +51.3% | +19.1% |
| 3M | +15.7% | -39.5% | +55.2% | +16.5% |
| 6M | +17.3% | -62.0% | +79.3% | +19.0% |
| YTD | -4.7% | -7.8% | +3.1% | -5.7% |
| 1Y | +1.8% | +26.7% | -24.9% | -0.2% |
| 3Y | +31.7% | +825.4% | -793.7% | +20.3% |
| All | +11.7% | +396.4% | -384.7% | +3.2% |
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