+158.7%
SPGI vs DOW
-5.5%
+164.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | +1.2% | +5.2% | -4.0% | 0.0% |
| 30D | +15.9% | +13.2% | +2.7% | +12.4% |
| 3M | +12.3% | +10.1% | +2.2% | +9.4% |
| 6M | +23.7% | -13.1% | +36.8% | +27.0% |
| YTD | -3.5% | +46.1% | -49.7% | -15.8% |
| 1Y | +0.4% | +50.0% | -49.6% | -13.3% |
| 3Y | +29.9% | -20.2% | +50.1% | +31.4% |
| 5Y | +15.2% | -27.7% | +42.9% | +18.6% |
| All | +158.7% | -5.5% | +164.2% | +104.6% |
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 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