+9.5%
SPGI vs D
+5.6%
+3.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.1% | -1.4% |
| 7D | +0.1% | +1.5% | -1.3% | -0.3% |
| 30D | +8.4% | -2.6% | +11.0% | +9.2% |
| 3M | +11.8% | 0.0% | +11.8% | +11.8% |
| 6M | +5.7% | +7.4% | -1.6% | +3.3% |
| YTD | -9.7% | +15.9% | -25.5% | -14.1% |
| 1Y | -12.5% | +18.1% | -30.6% | -17.4% |
| 3Y | +21.8% | +58.4% | -36.6% | +2.7% |
| All | +9.5% | +5.6% | +3.9% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 5y: compounded portfolio wealth divided by compounded D 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…
5y analysis · Full analysis span regression · 6 months rolling