+31.7%
SPGI vs COMP
+353.8%
-322.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +10.7% | -11.7% | -2.1% |
| 7D | +0.3% | +13.4% | -13.2% | -1.1% |
| 30D | +18.4% | +11.1% | +7.3% | +16.9% |
| 3M | +15.7% | -18.8% | +34.5% | +17.6% |
| 6M | +17.3% | +10.5% | +6.8% | +15.3% |
| YTD | -4.7% | -3.4% | -1.3% | -5.8% |
| 1Y | +1.8% | +19.7% | -17.9% | -1.4% |
| 3Y | +31.7% | +381.6% | -349.9% | +14.0% |
| All | +31.7% | +353.8% | -322.1% | +14.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling