+2.2%
SPGI vs AU
+688.4%
-686.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.6% |
| 7D | -3.1% | +0.6% | -3.7% | -3.1% |
| 30D | +2.0% | +12.3% | -10.3% | +1.2% |
| 3M | +4.3% | +29.4% | -25.0% | +2.5% |
| 6M | -0.2% | +3.2% | -3.5% | -0.9% |
| YTD | -14.8% | +31.8% | -46.6% | -17.3% |
| 1Y | -18.5% | +83.4% | -101.9% | -23.6% |
| 3Y | +16.0% | +623.1% | -607.1% | -8.6% |
| 5Y | +2.2% | +700.5% | -698.3% | -21.9% |
| All | +2.2% | +688.4% | -686.2% | -21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling