+331.8%
SPGI vs ARWR
+906.2%
-574.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.1% |
| 7D | +0.3% | -2.9% | +3.2% | +0.5% |
| 30D | +18.4% | -5.4% | +23.8% | +19.0% |
| 3M | +15.7% | -32.2% | +47.9% | +19.8% |
| 6M | +17.3% | -26.5% | +43.8% | +19.9% |
| YTD | -4.7% | -12.4% | +7.7% | -4.7% |
| 1Y | +1.8% | +46.9% | -45.1% | -4.0% |
| 3Y | +31.7% | +116.0% | -84.3% | +13.6% |
| 5Y | +12.1% | -28.0% | +40.0% | +4.3% |
| All | +331.8% | +906.2% | -574.4% | +216.3% |
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