+34.3%
SPGI vs AUR
-57.9%
+92.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.3% | +1.3% |
| 7D | +1.2% | -4.5% | +5.8% | +1.5% |
| 30D | +15.9% | -16.6% | +32.5% | +17.1% |
| 3M | +12.3% | -38.5% | +50.7% | +15.6% |
| 6M | +23.7% | -49.9% | +73.6% | +28.8% |
| YTD | -3.5% | +9.6% | -13.2% | -6.0% |
| 1Y | +0.4% | +1.2% | -0.8% | -1.7% |
| 3Y | +29.9% | +128.8% | -98.9% | +11.3% |
| 5Y | +15.2% | -57.9% | +73.1% | +3.2% |
| All | +34.3% | -57.9% | +92.2% | +21.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling