+881.5%
SPGI vs CAPR
-99.1%
+980.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.6% |
| 7D | +0.1% | -2.0% | +2.1% | +0.2% |
| 30D | +8.4% | +139.2% | -130.8% | +7.5% |
| 3M | +11.8% | -66.4% | +78.2% | +12.2% |
| 6M | +5.7% | -63.1% | +68.8% | +5.9% |
| YTD | -9.7% | -67.4% | +57.8% | -9.5% |
| 1Y | -12.5% | +58.2% | -70.7% | -15.2% |
| 3Y | +21.8% | +42.2% | -20.4% | +16.7% |
| 5Y | +8.2% | +87.3% | -79.1% | +2.9% |
| 10Y | +309.5% | -75.3% | +384.8% | +280.8% |
| All | +881.5% | -99.1% | +980.5% | +804.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling