+44.6%
SPGI vs COMP
-52.0%
+96.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.9% |
| 7D | +1.2% | 0.0% | +1.2% | +1.2% |
| 30D | +15.9% | +16.6% | -0.6% | +13.5% |
| 3M | +12.3% | -23.5% | +35.8% | +15.4% |
| 6M | +23.7% | +25.7% | -2.0% | +19.3% |
| YTD | -3.5% | -3.4% | -0.1% | -5.1% |
| 1Y | +0.4% | +7.6% | -7.2% | -2.6% |
| 3Y | +29.9% | +423.6% | -393.7% | -1.5% |
| 5Y | +15.2% | -10.6% | +25.8% | -3.4% |
| All | +44.6% | -52.0% | +96.5% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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