+4.8%
SPGI vs AS
+120.4%
-115.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.6% | -5.1% | -2.0% |
| 7D | +0.1% | -4.9% | +5.0% | +0.7% |
| 30D | +8.4% | -19.6% | +28.0% | +11.1% |
| 3M | +11.8% | -14.4% | +26.2% | +13.7% |
| 6M | +5.7% | -20.1% | +25.8% | +8.0% |
| YTD | -9.7% | -20.9% | +11.3% | -7.7% |
| 1Y | -12.5% | -21.9% | +9.4% | -10.7% |
| All | +4.8% | +120.4% | -115.6% | -2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling