+331.8%
SPGI vs BP
+131.5%
+200.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | +0.3% | -11.6% | +11.9% | +3.0% |
| 30D | +18.4% | 0.0% | +18.3% | +18.1% |
| 3M | +15.7% | +6.7% | +9.0% | +13.5% |
| 6M | +17.3% | +2.2% | +15.1% | +15.8% |
| YTD | -4.7% | +33.0% | -37.7% | -12.5% |
| 1Y | +1.8% | +30.7% | -28.9% | -6.2% |
| 3Y | +31.7% | +44.2% | -12.5% | +16.3% |
| 5Y | +12.1% | +105.1% | -93.1% | -12.9% |
| All | +331.8% | +131.5% | +200.3% | +232.1% |
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