+31.7%
SPGI vs DOW
-24.9%
+56.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.8% |
| 7D | +0.3% | -9.5% | +9.8% | +1.1% |
| 30D | +18.4% | +13.1% | +5.3% | +17.1% |
| 3M | +15.7% | +4.8% | +10.9% | +15.0% |
| 6M | +17.3% | -16.7% | +33.9% | +19.2% |
| YTD | -4.7% | +38.9% | -43.6% | -11.3% |
| 1Y | +1.8% | +48.3% | -46.5% | -6.5% |
| 3Y | +31.7% | -24.4% | +56.0% | +31.2% |
| All | +31.7% | -24.9% | +56.6% | +31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling