+2.5%
SPGI vs AUR
-34.5%
+36.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.5% |
| 7D | -3.1% | +11.1% | -14.2% | -3.8% |
| 30D | +2.0% | -6.9% | +8.9% | +2.4% |
| 3M | +4.3% | +5.5% | -1.2% | +3.5% |
| 6M | -0.2% | +41.0% | -41.2% | -3.8% |
| YTD | -14.8% | +69.3% | -84.1% | -19.2% |
| 1Y | -18.5% | +14.0% | -32.6% | -20.7% |
| 3Y | +16.0% | +90.1% | -74.1% | +1.6% |
| All | +2.5% | -34.5% | +36.9% | -11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling