+2.9%
SPGI vs DOW
+50.2%
-47.3%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -3.2% | +6.6% | +3.1% |
| 7D | +7.2% | -4.2% | +11.4% | +6.9% |
| 30D | +23.2% | +14.7% | +8.5% | +24.3% |
| 3M | +17.0% | +9.1% | +8.0% | +17.7% |
| 6M | +20.4% | -17.7% | +38.1% | +19.3% |
| YTD | -1.9% | +44.6% | -46.5% | -5.1% |
| 1Y | +2.9% | +51.9% | -49.0% | -1.6% |
| All | +2.9% | +50.2% | -47.3% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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