+334.3%
SPGI vs ARWR
+921.6%
-587.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -15.3% | +16.0% | +2.2% |
| 7D | -0.9% | -17.3% | +16.5% | +0.8% |
| 30D | +15.5% | -21.5% | +37.0% | +18.1% |
| 3M | +15.7% | -43.8% | +59.5% | +21.9% |
| 6M | +19.1% | -32.3% | +51.3% | +22.5% |
| YTD | -4.1% | -25.8% | +21.8% | -2.6% |
| 1Y | +1.2% | +25.5% | -24.3% | -3.3% |
| 3Y | +31.6% | +84.1% | -52.6% | +14.8% |
| 5Y | +12.4% | -39.2% | +51.7% | +6.1% |
| 10Y | +334.3% | +1,072.4% | -738.1% | +220.9% |
| All | +334.3% | +921.6% | -587.3% | +220.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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