+935.2%
SPGI vs CAPR
-99.1%
+1,034.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.7% | -5.6% | -1.0% |
| 7D | +0.3% | +41.1% | -40.8% | 0.0% |
| 30D | +18.4% | +11.1% | +7.3% | +18.2% |
| 3M | +15.7% | +115.3% | -99.6% | +14.7% |
| 6M | +17.3% | -73.8% | +91.1% | +17.8% |
| YTD | -4.7% | -68.8% | +64.1% | -4.5% |
| 1Y | +1.8% | +43.3% | -41.5% | -1.3% |
| 3Y | +31.7% | +214.7% | -183.0% | +25.3% |
| 5Y | +12.1% | +141.3% | -129.2% | +6.3% |
| 10Y | +341.9% | -67.0% | +409.0% | +310.3% |
| All | +935.2% | -99.1% | +1,034.3% | +854.1% |
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 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