+2.2%
SPGI vs B
+16.8%
-14.6%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.1% | +6.6% | +0.7% |
| 7D | +1.6% | +7.1% | -5.5% | +1.3% |
| 30D | +16.1% | -3.3% | +19.4% | +16.0% |
| 3M | +15.5% | -2.5% | +18.0% | +15.3% |
| 6M | +19.6% | -7.2% | +26.9% | +19.6% |
| YTD | -3.6% | -7.4% | +3.8% | -4.2% |
| 1Y | +2.2% | +16.4% | -14.2% | +3.0% |
| All | +2.2% | +16.8% | -14.6% | +3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling