+13,845.6%
SPGI vs BAX
+900.4%
+12,945.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -1.8% |
| 7D | +0.1% | -1.1% | +1.3% | +0.4% |
| 30D | +8.4% | -5.5% | +13.9% | +10.0% |
| 3M | +11.8% | +33.5% | -21.7% | +2.8% |
| 6M | +5.7% | +35.9% | -30.1% | -3.9% |
| YTD | -9.7% | +35.4% | -45.0% | -18.6% |
| 1Y | -12.5% | +9.8% | -22.2% | -17.1% |
| 3Y | +21.8% | -32.7% | +54.5% | +28.4% |
| 5Y | +8.2% | -65.6% | +73.7% | +36.8% |
| 10Y | +309.5% | -34.9% | +344.4% | +329.1% |
| All | +13,845.6% | +900.4% | +12,945.2% | +8,187.3% |
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