+29.9%
SPGI vs BAX
-18.0%
+47.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.1% |
| 7D | +1.2% | +0.1% | +1.2% | +1.2% |
| 30D | +15.9% | +4.1% | +11.8% | +15.3% |
| 3M | +12.3% | -4.5% | +16.8% | +12.7% |
| 6M | +23.7% | +49.2% | -25.5% | +18.7% |
| YTD | -3.5% | +35.2% | -38.8% | -7.4% |
| 1Y | +0.4% | +38.3% | -37.9% | -3.9% |
| 3Y | +29.9% | -19.0% | +48.9% | +29.0% |
| All | +29.9% | -18.0% | +47.9% | +29.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling