+13,845.6%
SPGI vs D
+2,347.4%
+11,498.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.1% | -1.0% |
| 7D | +0.1% | +0.4% | -0.3% | 0.0% |
| 30D | +8.4% | -3.6% | +12.0% | +10.0% |
| 3M | +11.8% | -1.0% | +12.8% | +12.2% |
| 6M | +5.7% | +6.3% | -0.6% | +2.5% |
| YTD | -9.7% | +14.7% | -24.4% | -15.6% |
| 1Y | -12.5% | +16.9% | -29.4% | -19.1% |
| 3Y | +21.8% | +56.8% | -35.0% | -3.0% |
| 5Y | +8.2% | +5.2% | +3.0% | +1.4% |
| 10Y | +309.5% | +35.9% | +273.7% | +230.0% |
| All | +13,845.6% | +2,347.4% | +11,498.2% | +4,063.2% |
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 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