+5.1%
SPGI vs DE
+95.7%
-90.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.8% | -1.4% | -2.9% |
| 7D | -2.5% | +0.7% | -3.2% | -2.6% |
| 30D | +5.4% | +9.6% | -4.2% | +3.5% |
| 3M | +9.0% | +19.0% | -9.9% | +5.1% |
| 6M | +0.8% | +16.1% | -15.3% | -2.7% |
| YTD | -12.6% | +47.0% | -59.6% | -20.8% |
| 1Y | -16.1% | +43.1% | -59.3% | -23.7% |
| 3Y | +19.0% | +77.5% | -58.5% | +1.6% |
| 5Y | +5.1% | +96.4% | -91.3% | -12.7% |
| All | +5.1% | +95.7% | -90.6% | -12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling