-12.5%
SPGI vs DE
+49.4%
-61.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.4% | -1.6% |
| 7D | +0.1% | +10.0% | -9.9% | +0.8% |
| 30D | +8.4% | +13.3% | -4.9% | +9.3% |
| 3M | +11.8% | +17.5% | -5.7% | +13.0% |
| 6M | +5.7% | +13.6% | -7.9% | +6.6% |
| YTD | -9.7% | +49.8% | -59.5% | -8.6% |
| 1Y | -12.5% | +47.9% | -60.3% | -12.2% |
| All | -12.5% | +49.4% | -61.8% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 1y: compounded portfolio wealth divided by compounded DE 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…
1y analysis · Full analysis span regression · 6 months rolling