+2,296.2%
SPGI vs BG
+1,131.5%
+1,164.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.2% |
| 7D | +0.1% | +2.8% | -2.7% | -0.7% |
| 30D | +8.4% | +12.0% | -3.6% | +4.9% |
| 3M | +11.8% | -7.7% | +19.5% | +13.7% |
| 6M | +5.7% | +4.5% | +1.2% | +3.4% |
| YTD | -9.7% | +35.7% | -45.4% | -18.3% |
| 1Y | -12.5% | +50.1% | -62.5% | -23.5% |
| 3Y | +21.8% | +12.6% | +9.2% | +13.4% |
| 5Y | +8.2% | +75.4% | -67.2% | -14.3% |
| 10Y | +309.5% | +150.5% | +159.0% | +170.8% |
| All | +2,296.2% | +1,131.5% | +1,164.7% | +1,202.5% |
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