+14,791.5%
SPGI vs DE
+14,451.3%
+340.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.3% |
| 7D | +1.2% | +0.3% | +1.0% | +1.1% |
| 30D | +15.9% | +3.6% | +12.4% | +14.6% |
| 3M | +12.3% | +10.2% | +2.0% | +8.4% |
| 6M | +23.7% | +16.6% | +7.1% | +16.6% |
| YTD | -3.5% | +45.8% | -49.4% | -16.4% |
| 1Y | +0.4% | +43.9% | -43.5% | -12.7% |
| 3Y | +29.9% | +89.6% | -59.7% | +1.4% |
| 5Y | +15.2% | +100.3% | -85.1% | -13.8% |
| 10Y | +337.2% | +760.8% | -423.6% | +96.4% |
| All | +14,791.5% | +14,451.3% | +340.2% | +3,219.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling