-16.1%
SPGI vs BAX
+2.7%
-18.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.8% | +0.6% | -2.9% |
| 7D | -2.5% | -2.4% | 0.0% | -2.3% |
| 30D | +5.4% | -9.7% | +15.1% | +6.3% |
| 3M | +9.0% | +29.3% | -20.2% | +7.4% |
| 6M | +0.8% | +40.7% | -39.9% | -1.2% |
| YTD | -12.6% | +30.3% | -42.8% | -15.0% |
| 1Y | -16.1% | +3.4% | -19.5% | -20.8% |
| All | -16.1% | +2.7% | -18.8% | -20.8% |
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