+13,399.1%
SPGI vs BNY
+8,076.8%
+5,322.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -2.8% |
| 7D | -2.5% | +1.5% | -3.9% | -2.9% |
| 30D | +5.4% | +3.3% | +2.1% | +4.2% |
| 3M | +9.0% | +15.3% | -6.3% | +3.5% |
| 6M | +0.8% | +42.5% | -41.7% | -11.3% |
| YTD | -12.6% | +42.0% | -54.6% | -23.0% |
| 1Y | -16.1% | +59.3% | -75.4% | -29.2% |
| 3Y | +19.0% | +291.2% | -272.2% | -26.7% |
| 5Y | +5.1% | +252.1% | -247.0% | -34.0% |
| 10Y | +295.5% | +407.1% | -111.7% | +112.3% |
| All | +13,399.1% | +8,076.8% | +5,322.4% | +3,811.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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