-18.9%
SPGI vs BBY
+22.2%
-41.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | -8.9% | +0.7% | -9.6% | -9.0% |
| 30D | +0.6% | +5.8% | -5.1% | 0.0% |
| 3M | +2.0% | +18.0% | -16.0% | +0.3% |
| 6M | +0.1% | +39.8% | -39.8% | -3.2% |
| YTD | -16.4% | +35.4% | -51.8% | -19.2% |
| 1Y | -18.9% | +21.4% | -40.3% | -21.4% |
| All | -18.9% | +22.2% | -41.1% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 1y: compounded portfolio wealth divided by compounded BBY 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…
1y analysis · Full analysis span regression · 6 months rolling