+296.4%
SPGI vs DE
+852.3%
-555.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.0% | -2.4% |
| 7D | -3.1% | -3.0% | -0.1% | -2.1% |
| 30D | +2.0% | +11.1% | -9.1% | -1.7% |
| 3M | +4.3% | +17.6% | -13.3% | -1.8% |
| 6M | -0.2% | +13.6% | -13.8% | -5.5% |
| YTD | -14.8% | +46.3% | -61.1% | -27.1% |
| 1Y | -18.5% | +44.2% | -62.7% | -30.2% |
| 3Y | +16.0% | +76.6% | -60.6% | -9.9% |
| 5Y | +2.2% | +98.2% | -96.0% | -26.9% |
| 10Y | +296.4% | +863.5% | -567.1% | +45.4% |
| All | +296.4% | +852.3% | -555.8% | +45.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling