+334.3%
SPGI vs B
+183.2%
+151.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.2% | -3.5% | +0.2% |
| 7D | -0.9% | +11.3% | -12.2% | -2.0% |
| 30D | +15.5% | +2.9% | +12.6% | +15.0% |
| 3M | +15.7% | -2.9% | +18.5% | +15.7% |
| 6M | +19.1% | -1.2% | +20.3% | +18.5% |
| YTD | -4.1% | -1.3% | -2.7% | -5.1% |
| 1Y | +1.2% | +30.4% | -29.2% | -3.4% |
| 3Y | +31.6% | +195.3% | -163.7% | +10.8% |
| 5Y | +12.4% | +146.2% | -133.8% | -4.3% |
| 10Y | +334.3% | +200.5% | +133.8% | +267.9% |
| All | +334.3% | +183.2% | +151.1% | +267.9% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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