+2,180.9%
SPGI vs BRKR
+172.5%
+2,008.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -7.4% | -8.7% | +1.3% | -6.2% |
| 30D | +0.4% | -9.9% | +10.2% | +1.8% |
| 3M | +5.3% | -3.1% | +8.4% | +4.7% |
| 6M | +1.7% | +45.5% | -43.8% | -5.5% |
| YTD | -16.4% | +13.7% | -30.0% | -19.6% |
| 1Y | -20.5% | +67.4% | -87.9% | -28.3% |
| 3Y | +14.2% | -13.2% | +27.4% | +10.7% |
| 5Y | +0.6% | -39.5% | +40.1% | +2.0% |
| 10Y | +289.2% | +153.5% | +135.7% | +220.3% |
| All | +2,180.9% | +172.5% | +2,008.4% | +1,461.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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