+334.3%
SPGI vs BAX
-35.6%
+369.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | +0.1% |
| 7D | -0.9% | +9.0% | -9.9% | -3.2% |
| 30D | +15.5% | +8.5% | +7.1% | +12.7% |
| 3M | +15.7% | -4.1% | +19.8% | +16.6% |
| 6M | +19.1% | +46.9% | -27.9% | +6.2% |
| YTD | -4.1% | +38.4% | -42.5% | -14.5% |
| 1Y | +1.2% | +47.0% | -45.8% | -11.5% |
| 3Y | +31.6% | -14.9% | +46.5% | +29.5% |
| 5Y | +12.4% | -62.5% | +75.0% | +53.6% |
| 10Y | +334.3% | -33.9% | +368.2% | +391.1% |
| All | +334.3% | -35.6% | +369.9% | +391.1% |
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