+14,754.4%
SPGI vs D
+2,488.7%
+12,265.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.8% | -1.9% |
| 7D | +2.6% | +6.9% | -4.4% | -0.3% |
| 30D | +19.3% | +12.3% | +6.9% | +13.6% |
| 3M | +15.5% | +3.0% | +12.4% | +13.9% |
| 6M | +18.3% | +12.8% | +5.6% | +12.1% |
| YTD | -3.8% | +22.6% | -26.3% | -12.6% |
| 1Y | +1.3% | +21.7% | -20.3% | -7.8% |
| 3Y | +33.6% | +83.9% | -50.3% | -0.5% |
| 5Y | +13.2% | +14.0% | -0.8% | +2.7% |
| 10Y | +346.3% | +45.6% | +300.7% | +249.3% |
| All | +14,754.4% | +2,488.7% | +12,265.7% | +4,229.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling