+14,754.4%
SPGI vs B
+714.7%
+14,039.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.0% |
| 7D | +2.6% | +4.3% | -1.8% | +2.3% |
| 30D | +19.3% | -0.9% | +20.2% | +19.3% |
| 3M | +15.5% | -1.4% | +16.8% | +15.4% |
| 6M | +18.3% | +5.0% | +13.3% | +17.7% |
| YTD | -3.8% | -5.8% | +2.0% | -4.0% |
| 1Y | +1.3% | +25.6% | -24.3% | -0.4% |
| 3Y | +33.6% | +161.6% | -128.0% | +25.6% |
| 5Y | +13.2% | +135.2% | -122.0% | +6.5% |
| 10Y | +346.3% | +170.7% | +175.6% | +315.2% |
| All | +14,754.4% | +714.7% | +14,039.7% | +14,286.0% |
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 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