+14.2%
SPGI vs BKR
+68.5%
-54.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.6% | +0.1% |
| 7D | -7.4% | -7.0% | -0.4% | -6.6% |
| 30D | +0.4% | -8.1% | +8.5% | +1.3% |
| 3M | +5.3% | -6.6% | +11.9% | +6.2% |
| 6M | +1.7% | +0.9% | +0.8% | +0.8% |
| YTD | -16.4% | +31.1% | -47.4% | -21.2% |
| 1Y | -20.5% | +27.7% | -48.2% | -25.0% |
| 3Y | +14.2% | +71.2% | -57.0% | +1.6% |
| All | +14.2% | +68.5% | -54.2% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 3y: compounded portfolio wealth divided by compounded BKR 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…
3y analysis · Full analysis span regression · 6 months rolling