+282.6%
SPGI vs AU
+694.8%
-412.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.3% | +2.4% | -1.6% |
| 7D | -8.9% | -7.0% | -1.9% | -8.5% |
| 30D | +0.6% | +7.3% | -6.6% | +0.1% |
| 3M | +2.0% | +33.2% | -31.2% | 0.0% |
| 6M | +0.1% | -0.6% | +0.7% | -0.4% |
| YTD | -16.4% | +26.2% | -42.6% | -18.6% |
| 1Y | -18.9% | +68.3% | -87.2% | -23.0% |
| 3Y | +13.8% | +592.1% | -578.4% | -5.2% |
| 5Y | +0.5% | +685.3% | -684.7% | -18.0% |
| All | +282.6% | +694.8% | -412.3% | +238.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 10y: compounded portfolio wealth divided by compounded AU 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…
10y analysis · Full analysis span regression · 6 months rolling