+0.8%
SPGI vs BAX
+40.9%
-40.2%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -1.1% |
| 7D | -0.8% | +0.4% | -1.2% | -0.9% |
| 30D | +14.3% | +3.4% | +10.9% | +13.6% |
| 3M | +14.5% | -4.5% | +19.0% | +15.0% |
| 6M | +17.3% | +44.0% | -26.7% | +12.2% |
| YTD | -4.6% | +34.9% | -39.5% | -12.1% |
| 1Y | +0.8% | +37.9% | -37.2% | -7.8% |
| All | +0.8% | +40.9% | -40.2% | -7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling