+13,845.6%
SPGI vs DE
+14,847.5%
-1,001.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.4% | -1.5% |
| 7D | +0.1% | +10.0% | -9.9% | -2.9% |
| 30D | +8.4% | +13.3% | -4.9% | +3.9% |
| 3M | +11.8% | +17.5% | -5.7% | +5.6% |
| 6M | +5.7% | +13.6% | -7.9% | +0.3% |
| YTD | -9.7% | +49.8% | -59.5% | -22.2% |
| 1Y | -12.5% | +47.9% | -60.3% | -24.6% |
| 3Y | +21.8% | +72.5% | -50.7% | -1.7% |
| 5Y | +8.2% | +90.2% | -82.1% | -17.8% |
| 10Y | +309.5% | +865.4% | -555.9% | +77.9% |
| All | +13,845.6% | +14,847.5% | -1,001.9% | +2,987.9% |
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