+128.5%
SPGI vs DOW
-15.9%
+144.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.4% |
| 7D | -3.1% | -6.0% | +2.9% | -1.7% |
| 30D | +2.0% | -2.7% | +4.8% | +2.5% |
| 3M | +4.3% | -10.5% | +14.8% | +6.6% |
| 6M | -0.2% | -12.4% | +12.2% | +1.2% |
| YTD | -14.8% | +30.0% | -44.8% | -23.4% |
| 1Y | -18.5% | +27.8% | -46.3% | -27.0% |
| 3Y | +16.0% | -34.9% | +50.9% | +24.4% |
| 5Y | +2.2% | -35.9% | +38.1% | +8.2% |
| All | +128.5% | -15.9% | +144.4% | +86.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling