+13,845.6%
SPGI vs BN
+15,251.3%
-1,405.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | +0.1% | -2.5% | +2.6% | +1.1% |
| 30D | +8.4% | -9.5% | +17.9% | +12.5% |
| 3M | +11.8% | -10.4% | +22.2% | +16.4% |
| 6M | +5.7% | -6.4% | +12.1% | +7.7% |
| YTD | -9.7% | -11.9% | +2.2% | -6.0% |
| 1Y | -12.5% | -8.6% | -3.8% | -10.5% |
| 3Y | +21.8% | +77.6% | -55.7% | -5.1% |
| 5Y | +8.2% | +37.0% | -28.9% | -8.5% |
| 10Y | +309.5% | +266.4% | +43.1% | +140.6% |
| All | +13,845.6% | +15,251.3% | -1,405.7% | +5,694.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling