+0.4%
SPGI vs ARWR
+17.3%
-16.9%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.3% | +1.0% |
| 7D | +1.2% | -17.8% | +19.1% | +1.7% |
| 30D | +15.9% | -18.1% | +34.1% | +16.5% |
| 3M | +12.3% | -44.2% | +56.5% | +13.9% |
| 6M | +23.7% | -38.6% | +62.3% | +25.1% |
| YTD | -3.5% | -28.0% | +24.5% | -3.4% |
| 1Y | +0.4% | +16.1% | -15.7% | +0.2% |
| All | +0.4% | +17.3% | -16.9% | +0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling