+0.8%
SPGI vs B
+7.9%
-7.1%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.7% | -1.3% |
| 7D | -0.8% | -6.2% | +5.4% | -0.6% |
| 30D | +14.3% | -6.6% | +20.9% | +14.4% |
| 3M | +14.5% | -7.9% | +22.4% | +14.6% |
| 6M | +17.3% | -16.8% | +34.1% | +17.5% |
| YTD | -4.6% | -11.7% | +7.1% | -5.1% |
| 1Y | +0.8% | +3.5% | -2.7% | +1.0% |
| All | +0.8% | +7.9% | -7.1% | +1.0% |
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