+2,466.9%
SPGI vs BG
+940.3%
+1,526.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.1% |
| 7D | -1.4% | +3.4% | -4.7% | -2.3% |
| 30D | +15.3% | -3.8% | +19.0% | +16.3% |
| 3M | +16.5% | -9.6% | +26.1% | +19.1% |
| 6M | +19.8% | -19.5% | +39.4% | +25.9% |
| YTD | -3.2% | +14.6% | -17.9% | -8.6% |
| 1Y | +1.8% | +6.6% | -4.8% | -2.0% |
| 3Y | +30.6% | +4.7% | +25.9% | +23.5% |
| 5Y | +16.0% | +22.1% | -6.0% | +1.9% |
| 10Y | +338.6% | +109.2% | +229.4% | +204.5% |
| All | +2,466.9% | +940.3% | +1,526.6% | +1,355.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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