+982.6%
SPGI vs BR
+1,481.8%
-499.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.8% |
| 7D | +1.2% | +1.1% | +0.2% | +0.6% |
| 30D | +15.9% | +14.4% | +1.5% | +6.4% |
| 3M | +12.3% | +12.4% | -0.1% | +4.0% |
| 6M | +23.7% | +35.4% | -11.8% | +1.0% |
| YTD | -3.5% | -12.2% | +8.6% | +3.8% |
| 1Y | +0.4% | -12.7% | +13.2% | +8.5% |
| 3Y | +29.9% | +14.3% | +15.6% | +16.8% |
| 5Y | +15.2% | +19.3% | -4.1% | -0.7% |
| 10Y | +337.2% | +278.1% | +59.0% | +77.8% |
| All | +982.6% | +1,481.8% | -499.3% | +63.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling