+334.0%
SPGI vs BP
+124.7%
+209.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +1.6% | -6.3% | +7.9% | +3.1% |
| 30D | +16.1% | -3.6% | +19.7% | +16.8% |
| 3M | +15.5% | +5.2% | +10.2% | +13.6% |
| 6M | +19.6% | +5.3% | +14.3% | +17.2% |
| YTD | -3.6% | +33.1% | -36.7% | -11.5% |
| 1Y | +2.2% | +26.3% | -24.1% | -5.0% |
| 3Y | +30.1% | +47.5% | -17.4% | +14.2% |
| 5Y | +14.9% | +106.2% | -91.2% | -10.8% |
| 10Y | +334.0% | +127.0% | +207.0% | +233.1% |
| All | +334.0% | +124.7% | +209.3% | +233.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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