+16.5%
SPGI vs AUR
-35.7%
+52.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | 0.0% |
| 7D | -7.4% | +1.4% | -8.8% | -7.5% |
| 30D | +0.4% | -6.4% | +6.8% | +0.7% |
| 3M | +5.3% | +7.7% | -2.4% | +4.3% |
| 6M | +1.7% | +44.5% | -42.8% | -2.2% |
| YTD | -16.4% | +67.4% | -83.8% | -20.6% |
| 1Y | -20.5% | +15.4% | -35.9% | -22.6% |
| 3Y | +14.2% | +94.8% | -80.6% | -0.1% |
| 5Y | +0.6% | -35.1% | +35.7% | -11.6% |
| All | +16.5% | -35.7% | +52.2% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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