+9.5%
SPGI vs BAX
-65.4%
+74.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -1.7% |
| 7D | +0.1% | -1.1% | +1.3% | +0.3% |
| 30D | +8.4% | -5.5% | +13.9% | +9.3% |
| 3M | +11.8% | +33.5% | -21.7% | +6.9% |
| 6M | +5.7% | +35.9% | -30.1% | +0.5% |
| YTD | -9.7% | +35.4% | -45.0% | -14.7% |
| 1Y | -12.5% | +9.8% | -22.2% | -14.9% |
| 3Y | +21.8% | -32.7% | +54.5% | +27.6% |
| All | +9.5% | -65.4% | +74.9% | +33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling