+331.8%
SPGI vs CAPR
-68.5%
+400.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.7% | -5.6% | -1.0% |
| 7D | +0.3% | +41.1% | -40.8% | -0.1% |
| 30D | +18.4% | +11.1% | +7.3% | +18.2% |
| 3M | +15.7% | +115.3% | -99.6% | +14.5% |
| 6M | +17.3% | -73.8% | +91.1% | +17.9% |
| YTD | -4.7% | -68.8% | +64.1% | -4.5% |
| 1Y | +1.8% | +43.3% | -41.5% | -2.2% |
| 3Y | +31.7% | +214.7% | -183.0% | +22.4% |
| 5Y | +12.1% | +141.3% | -129.2% | +3.7% |
| All | +331.8% | -68.5% | +400.4% | +285.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling