+14,784.9%
SPGI vs BAX
+923.3%
+13,861.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.5% |
| 7D | +1.6% | +3.6% | -2.1% | +0.6% |
| 30D | +16.1% | +8.5% | +7.6% | +13.2% |
| 3M | +15.5% | -4.9% | +20.3% | +16.6% |
| 6M | +19.6% | +47.0% | -27.3% | +6.6% |
| YTD | -3.6% | +38.4% | -42.0% | -13.9% |
| 1Y | +2.2% | +49.1% | -46.9% | -10.8% |
| 3Y | +30.1% | -14.9% | +45.0% | +27.9% |
| 5Y | +14.9% | -63.1% | +78.0% | +42.2% |
| 10Y | +334.0% | -35.6% | +369.6% | +354.8% |
| All | +14,784.9% | +923.3% | +13,861.6% | +8,662.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling