+13,845.6%
SPGI vs B
+803.7%
+13,041.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.5% |
| 7D | +0.1% | -1.6% | +1.7% | +0.2% |
| 30D | +8.4% | +9.4% | -1.0% | +7.9% |
| 3M | +11.8% | +5.0% | +6.9% | +11.4% |
| 6M | +5.7% | -3.5% | +9.3% | +5.6% |
| YTD | -9.7% | +4.5% | -14.1% | -10.3% |
| 1Y | -12.5% | +67.8% | -80.2% | -15.3% |
| 3Y | +21.8% | +196.7% | -174.9% | +13.8% |
| 5Y | +8.2% | +151.9% | -143.7% | +1.5% |
| 10Y | +309.5% | +202.2% | +107.4% | +278.9% |
| All | +13,845.6% | +803.7% | +13,041.9% | +13,342.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling