+35.4%
SPGI vs COMP
-47.7%
+83.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.6% |
| 7D | +0.1% | +1.4% | -1.2% | 0.0% |
| 30D | +8.4% | -13.3% | +21.7% | +10.1% |
| 3M | +11.8% | +41.1% | -29.3% | +6.9% |
| 6M | +5.7% | +17.2% | -11.5% | +2.4% |
| YTD | -9.7% | +5.2% | -14.9% | -11.7% |
| 1Y | -12.5% | +18.9% | -31.4% | -16.1% |
| 3Y | +21.8% | +215.9% | -194.1% | -1.2% |
| 5Y | +8.2% | -31.2% | +39.4% | -8.6% |
| All | +35.4% | -47.7% | +83.0% | +14.7% |
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