+10,331.2%
SPGI vs ARWR
-97.0%
+10,428.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | +0.1% | +1.7% | -1.5% | +0.1% |
| 30D | +8.4% | -0.7% | +9.1% | +8.4% |
| 3M | +11.8% | +14.9% | -3.0% | +11.7% |
| 6M | +5.7% | +32.6% | -26.9% | +5.5% |
| YTD | -9.7% | +30.0% | -39.7% | -9.9% |
| 1Y | -12.5% | +208.4% | -220.8% | -13.1% |
| 3Y | +21.8% | +208.8% | -187.0% | +20.6% |
| 5Y | +8.2% | +27.8% | -19.6% | +7.4% |
| 10Y | +309.5% | +1,107.6% | -798.0% | +300.8% |
| All | +10,331.2% | -97.0% | +10,428.3% | +9,589.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling