+2.2%
SPGI vs BR
+7.6%
-5.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.2% | -2.4% |
| 7D | -3.1% | -5.0% | +1.9% | +0.1% |
| 30D | +2.0% | -2.5% | +4.5% | +3.6% |
| 3M | +4.3% | +13.5% | -9.2% | -4.5% |
| 6M | -0.2% | -9.4% | +9.2% | +5.4% |
| YTD | -14.8% | -23.3% | +8.5% | -0.1% |
| 1Y | -18.5% | -31.6% | +13.1% | +2.6% |
| 3Y | +16.0% | -5.1% | +21.0% | +17.6% |
| 5Y | +2.2% | +8.2% | -6.0% | -9.0% |
| All | +2.2% | +7.6% | -5.4% | -9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling