+30.1%
SPGI vs ARWR
+81.3%
-51.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.5% |
| 7D | +1.6% | -17.7% | +19.3% | +2.7% |
| 30D | +16.1% | -21.9% | +38.0% | +17.7% |
| 3M | +15.5% | -44.5% | +60.0% | +19.5% |
| 6M | +19.6% | -32.6% | +52.2% | +21.9% |
| YTD | -3.6% | -26.2% | +22.6% | -2.7% |
| 1Y | +2.2% | +23.0% | -20.7% | -1.1% |
| 3Y | +30.1% | +81.8% | -51.6% | +15.1% |
| All | +30.1% | +81.3% | -51.2% | +15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling