+338.6%
SPGI vs ARWR
+1,021.8%
-683.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.4% | +0.3% |
| 7D | -1.4% | -19.9% | +18.6% | +0.6% |
| 30D | +15.3% | -18.7% | +34.0% | +17.4% |
| 3M | +16.5% | -44.7% | +61.2% | +23.0% |
| 6M | +19.8% | -36.5% | +56.3% | +24.2% |
| YTD | -3.2% | -25.7% | +22.4% | -1.8% |
| 1Y | +1.8% | +18.9% | -17.1% | -2.2% |
| 3Y | +30.6% | +83.1% | -52.5% | +14.0% |
| 5Y | +16.0% | -34.9% | +50.9% | +8.8% |
| 10Y | +338.6% | +1,080.9% | -742.3% | +224.2% |
| All | +338.6% | +1,021.8% | -683.2% | +224.2% |
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