+16.0%
SPGI vs B
+114.1%
-98.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.5% |
| 7D | -1.4% | -2.7% | +1.3% | -1.1% |
| 30D | +15.3% | -4.3% | +19.6% | +15.7% |
| 3M | +16.5% | -2.3% | +18.8% | +16.5% |
| 6M | +19.8% | -16.2% | +36.1% | +21.6% |
| YTD | -3.2% | -8.8% | +5.6% | -3.6% |
| 1Y | +1.8% | +11.4% | -9.6% | -1.6% |
| 3Y | +30.6% | +174.3% | -143.7% | +4.8% |
| 5Y | +16.0% | +116.2% | -100.1% | -2.4% |
| All | +16.0% | +114.1% | -98.1% | -2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling