+295.5%
SPGI vs BN
+259.6%
+35.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.6% | -0.6% | -1.9% |
| 7D | -2.5% | -1.2% | -1.3% | -1.9% |
| 30D | +5.4% | -10.9% | +16.3% | +11.5% |
| 3M | +9.0% | -11.1% | +20.1% | +15.3% |
| 6M | +0.8% | -4.4% | +5.1% | +2.1% |
| YTD | -12.6% | -14.1% | +1.6% | -6.8% |
| 1Y | -16.1% | -11.1% | -5.1% | -12.8% |
| 3Y | +19.0% | +75.6% | -56.6% | -16.5% |
| 5Y | +5.1% | +35.8% | -30.7% | -17.6% |
| 10Y | +295.5% | +261.6% | +33.9% | +76.0% |
| All | +295.5% | +259.6% | +35.9% | +76.0% |
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