+334.3%
SPGI vs BN
+289.4%
+44.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.8% | -3.1% | -1.2% |
| 7D | -0.9% | +3.6% | -4.5% | -2.7% |
| 30D | +15.5% | +15.9% | -0.3% | +7.3% |
| 3M | +15.7% | -2.3% | +18.0% | +16.7% |
| 6M | +19.1% | -8.4% | +27.5% | +23.6% |
| YTD | -4.1% | -5.9% | +1.8% | -2.4% |
| 1Y | +1.2% | -5.6% | +6.8% | +2.4% |
| 3Y | +31.6% | +104.2% | -72.6% | -14.3% |
| 5Y | +12.4% | +35.5% | -23.0% | -11.2% |
| 10Y | +334.3% | +285.2% | +49.1% | +89.5% |
| All | +334.3% | +289.4% | +44.9% | +89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 10y: compounded portfolio wealth divided by compounded BN 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…
10y analysis · Full analysis span regression · 6 months rolling