+30.3%
SPGI vs BR
+15.2%
+15.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.4% | +0.4% |
| 7D | -1.4% | +1.9% | -3.2% | -2.5% |
| 30D | +15.3% | +15.9% | -0.6% | +5.2% |
| 3M | +16.5% | +13.7% | +2.9% | +7.4% |
| 6M | +19.8% | +31.0% | -11.2% | +0.2% |
| YTD | -3.2% | -12.0% | +8.7% | +3.5% |
| 1Y | +1.8% | -11.5% | +13.3% | +8.6% |
| All | +30.3% | +15.2% | +15.1% | +22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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