+338.6%
SPGI vs CAPR
-59.1%
+397.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +26.5% | -26.1% | +0.1% |
| 7D | -1.4% | +25.8% | -27.2% | -1.6% |
| 30D | +15.3% | +50.2% | -34.9% | +14.7% |
| 3M | +16.5% | +185.5% | -169.0% | +14.9% |
| 6M | +19.8% | -64.8% | +84.7% | +20.1% |
| YTD | -3.2% | -61.1% | +57.9% | -3.2% |
| 1Y | +1.8% | +81.0% | -79.2% | -2.5% |
| 3Y | +30.6% | +300.7% | -270.1% | +21.0% |
| 5Y | +16.0% | +223.3% | -207.3% | +7.0% |
| 10Y | +338.6% | -58.8% | +397.3% | +290.7% |
| All | +338.6% | -59.1% | +397.6% | +290.7% |
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