+295.5%
SPGI vs BP
+126.3%
+169.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.4% | -5.6% | -3.8% |
| 7D | -2.5% | +0.9% | -3.4% | -2.7% |
| 30D | +5.4% | +9.1% | -3.7% | +3.2% |
| 3M | +9.0% | +3.9% | +5.1% | +7.6% |
| 6M | +0.8% | +13.6% | -12.9% | -3.2% |
| YTD | -12.6% | +34.0% | -46.6% | -19.7% |
| 1Y | -16.1% | +39.2% | -55.3% | -23.9% |
| 3Y | +19.0% | +36.4% | -17.4% | +6.9% |
| 5Y | +5.1% | +135.8% | -130.7% | -21.9% |
| 10Y | +295.5% | +125.0% | +170.4% | +193.3% |
| All | +295.5% | +126.3% | +169.2% | +193.3% |
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