+338.6%
SPGI vs BAX
-36.0%
+374.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -0.8% |
| 7D | -0.8% | +0.4% | -1.2% | -0.9% |
| 30D | +14.3% | +3.4% | +10.9% | +12.9% |
| 3M | +14.5% | -4.5% | +19.0% | +15.5% |
| 6M | +17.3% | +44.0% | -26.7% | +5.2% |
| YTD | -4.6% | +34.9% | -39.5% | -14.3% |
| 1Y | +0.8% | +37.9% | -37.2% | -10.3% |
| 3Y | +28.8% | -17.1% | +45.8% | +27.6% |
| 5Y | +14.0% | -64.3% | +78.2% | +58.7% |
| All | +338.6% | -36.0% | +374.6% | +406.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 10y: compounded portfolio wealth divided by compounded BAX 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…
10y analysis · Full analysis span regression · 6 months rolling