+11,074.5%
SPGI vs ARWR
-98.3%
+11,172.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.4% | +0.4% |
| 7D | -1.4% | -19.9% | +18.6% | -1.2% |
| 30D | +15.3% | -18.7% | +34.0% | +15.4% |
| 3M | +16.5% | -44.7% | +61.2% | +16.9% |
| 6M | +19.8% | -36.5% | +56.3% | +20.1% |
| YTD | -3.2% | -25.7% | +22.4% | -3.1% |
| 1Y | +1.8% | +18.9% | -17.1% | +1.6% |
| 3Y | +30.6% | +83.1% | -52.5% | +29.7% |
| 5Y | +16.0% | -34.9% | +50.9% | +15.6% |
| 10Y | +338.6% | +1,080.9% | -742.3% | +330.0% |
| All | +11,074.5% | -98.3% | +11,172.8% | +10,312.6% |
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