+22.0%
SPGI vs BP
+33.2%
-11.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.6% |
| 7D | +0.1% | +3.9% | -3.8% | -0.2% |
| 30D | +8.4% | +7.6% | +0.8% | +7.7% |
| 3M | +11.8% | +0.7% | +11.1% | +11.7% |
| 6M | +5.7% | +15.5% | -9.8% | +3.5% |
| YTD | -9.7% | +30.8% | -40.5% | -13.0% |
| 1Y | -12.5% | +34.3% | -46.8% | -16.2% |
| All | +22.0% | +33.2% | -11.2% | +14.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling