+0.5%
SPGI vs BKR
+179.4%
-178.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.7% | +4.8% | -1.0% |
| 7D | -8.9% | -6.7% | -2.3% | -8.1% |
| 30D | +0.6% | -8.3% | +9.0% | +1.8% |
| 3M | +2.0% | -5.4% | +7.4% | +2.6% |
| 6M | +0.1% | +0.8% | -0.7% | -0.7% |
| YTD | -16.4% | +31.8% | -48.3% | -20.9% |
| 1Y | -18.9% | +28.6% | -47.5% | -23.2% |
| 3Y | +13.8% | +71.2% | -57.5% | +1.6% |
| 5Y | +0.5% | +179.2% | -178.7% | -17.1% |
| All | +0.5% | +179.4% | -178.8% | -17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling