+2,753.5%
SPGI vs BLK
+13,120.9%
-10,367.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.4% | -0.8% | -2.2% |
| 7D | -2.5% | -2.9% | +0.4% | -1.2% |
| 30D | +5.4% | -3.6% | +9.0% | +7.1% |
| 3M | +9.0% | +10.1% | -1.1% | +4.4% |
| 6M | +0.8% | +15.3% | -14.5% | -5.8% |
| YTD | -12.6% | +3.5% | -16.1% | -14.5% |
| 1Y | -16.1% | +0.7% | -16.9% | -17.2% |
| 3Y | +19.0% | +68.7% | -49.7% | -6.6% |
| 5Y | +5.1% | +33.1% | -28.0% | -9.9% |
| 10Y | +295.5% | +274.2% | +21.2% | +119.8% |
| All | +2,753.5% | +13,120.9% | -10,367.4% | +650.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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