+13.7%
SPGI vs D
+13.1%
+0.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | +1.2% | -1.4% | +2.6% | +1.7% |
| 30D | +15.9% | +7.7% | +8.2% | +13.4% |
| 3M | +12.3% | -0.3% | +12.6% | +12.3% |
| 6M | +23.7% | +10.1% | +13.6% | +20.0% |
| YTD | -3.5% | +19.1% | -22.6% | -9.1% |
| 1Y | +0.4% | +15.9% | -15.5% | -4.6% |
| 3Y | +29.9% | +75.0% | -45.1% | +5.1% |
| All | +13.7% | +13.1% | +0.7% | +12.2% |
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