+43.0%
SPGI vs COMP
-52.8%
+95.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.8% | -1.1% |
| 7D | -0.8% | +8.9% | -9.7% | -2.0% |
| 30D | +14.3% | +14.0% | +0.3% | +12.2% |
| 3M | +14.5% | -21.1% | +35.6% | +17.2% |
| 6M | +17.3% | +20.1% | -2.8% | +13.7% |
| YTD | -4.6% | -5.0% | +0.4% | -5.9% |
| 1Y | +0.8% | +5.7% | -4.9% | -2.1% |
| 3Y | +28.8% | +412.2% | -383.5% | -2.0% |
| 5Y | +14.0% | -12.1% | +26.0% | -4.3% |
| All | +43.0% | -52.8% | +95.8% | +22.2% |
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