+11.6%
SPGI vs AS
+133.7%
-122.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -1.6% |
| 7D | +2.6% | +7.1% | -4.6% | +1.7% |
| 30D | +19.3% | +12.8% | +6.4% | +17.5% |
| 3M | +15.5% | -14.7% | +30.2% | +17.4% |
| 6M | +18.3% | -9.9% | +28.3% | +19.4% |
| YTD | -3.8% | -16.1% | +12.4% | -2.5% |
| 1Y | +1.3% | +0.2% | +1.2% | +0.5% |
| All | +11.6% | +133.7% | -122.1% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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