+9.5%
SPGI vs AR
+143.7%
-134.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.5% |
| 7D | +0.1% | +2.5% | -2.4% | -0.1% |
| 30D | +8.4% | +14.8% | -6.4% | +6.9% |
| 3M | +11.8% | +6.2% | +5.6% | +11.0% |
| 6M | +5.7% | +4.3% | +1.4% | +4.9% |
| YTD | -9.7% | +14.4% | -24.0% | -11.4% |
| 1Y | -12.5% | +21.3% | -33.8% | -14.9% |
| 3Y | +21.8% | +39.8% | -18.0% | +15.3% |
| All | +9.5% | +143.7% | -134.2% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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