+44.2%
SPGI vs COMP
-56.6%
+100.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -8.2% | +6.2% | -0.9% |
| 7D | +2.6% | -1.8% | +4.4% | +2.7% |
| 30D | +19.3% | -0.8% | +20.0% | +19.2% |
| 3M | +15.5% | -28.1% | +43.6% | +19.7% |
| 6M | +18.3% | +27.0% | -8.7% | +13.6% |
| YTD | -3.8% | -12.8% | +9.0% | -4.0% |
| 1Y | +1.3% | +4.9% | -3.5% | -1.3% |
| 3Y | +33.6% | +321.0% | -287.4% | +4.3% |
| 5Y | +13.2% | -25.6% | +38.8% | -3.4% |
| All | +44.2% | -56.6% | +100.8% | +24.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling