+13,054.8%
SPGI vs BKR
+572.8%
+12,482.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.1% | -2.5% |
| 7D | -3.1% | -1.5% | -1.6% | -2.8% |
| 30D | +2.0% | -0.7% | +2.7% | +2.1% |
| 3M | +4.3% | +0.5% | +3.8% | +3.8% |
| 6M | -0.2% | +6.6% | -6.9% | -2.4% |
| YTD | -14.8% | +41.3% | -56.1% | -21.7% |
| 1Y | -18.5% | +42.2% | -60.8% | -25.6% |
| 3Y | +16.0% | +83.4% | -67.5% | -1.2% |
| 5Y | +2.2% | +203.6% | -201.4% | -24.2% |
| 10Y | +296.4% | +139.9% | +156.5% | +183.7% |
| All | +13,054.8% | +572.8% | +12,482.0% | +7,206.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling