+296.4%
SPGI vs BAX
-37.8%
+334.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.9% | -0.7% | -2.0% |
| 7D | -3.1% | -5.1% | +2.0% | -1.7% |
| 30D | +2.0% | -12.2% | +14.2% | +5.7% |
| 3M | +4.3% | +21.8% | -17.5% | -1.7% |
| 6M | -0.2% | +36.3% | -36.5% | -9.3% |
| YTD | -14.8% | +27.8% | -42.6% | -22.2% |
| 1Y | -18.5% | -0.1% | -18.5% | -20.5% |
| 3Y | +16.0% | -33.3% | +49.3% | +24.4% |
| 5Y | +2.2% | -67.1% | +69.3% | +46.5% |
| 10Y | +296.4% | -36.9% | +333.4% | +324.9% |
| All | +296.4% | -37.8% | +334.2% | +324.9% |
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