+14,609.4%
SPGI vs DD
+1,082.4%
+13,527.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.3% |
| 7D | +0.3% | +4.6% | -4.4% | -1.5% |
| 30D | +18.4% | +11.8% | +6.6% | +13.7% |
| 3M | +15.7% | +2.2% | +13.5% | +14.4% |
| 6M | +17.3% | -1.6% | +18.9% | +16.8% |
| YTD | -4.7% | +23.0% | -27.7% | -13.1% |
| 1Y | +1.8% | +26.9% | -25.1% | -8.3% |
| 3Y | +31.7% | +77.9% | -46.2% | +2.8% |
| 5Y | +12.1% | +59.9% | -47.8% | -10.6% |
| 10Y | +341.9% | +90.1% | +251.9% | +211.4% |
| All | +14,609.4% | +1,082.4% | +13,527.0% | +5,845.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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