+295.5%
SPGI vs BB
+3.3%
+292.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.2% | -5.4% | -3.4% |
| 7D | -2.5% | +0.5% | -3.0% | -2.5% |
| 30D | +5.4% | -12.4% | +17.8% | +6.6% |
| 3M | +9.0% | -15.3% | +24.3% | +9.8% |
| 6M | +0.8% | +128.8% | -128.0% | -9.3% |
| YTD | -12.6% | +107.7% | -120.2% | -20.5% |
| 1Y | -16.1% | +103.9% | -120.0% | -24.0% |
| 3Y | +19.0% | +72.6% | -53.6% | +6.1% |
| 5Y | +5.1% | -24.3% | +29.3% | -1.2% |
| 10Y | +295.5% | +3.1% | +292.3% | +187.8% |
| All | +295.5% | +3.3% | +292.2% | +187.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 10y: compounded portfolio wealth divided by compounded BB 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…
10y analysis · Full analysis span regression · 6 months rolling