+343.3%
SPGI vs DAR
+311.7%
+31.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | -0.1% | +0.8% |
| 7D | +1.2% | +11.6% | -10.3% | -1.2% |
| 30D | +15.9% | -10.2% | +26.2% | +18.4% |
| 3M | +12.3% | -14.8% | +27.1% | +15.7% |
| 6M | +23.7% | -10.1% | +33.8% | +25.5% |
| YTD | -3.5% | +55.5% | -59.1% | -14.3% |
| 1Y | +0.4% | +61.7% | -61.3% | -11.8% |
| 3Y | +29.9% | +37.2% | -7.3% | +13.6% |
| 5Y | +15.2% | -26.9% | +42.1% | +15.6% |
| All | +343.3% | +311.7% | +31.6% | +135.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 10y: compounded portfolio wealth divided by compounded DAR 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…
10y analysis · Full analysis span regression · 6 months rolling