+106.9%
SPGI vs DT
+75.7%
+31.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | +1.2% | +3.1% | -1.9% | +0.4% |
| 30D | +15.9% | -29.5% | +45.5% | +26.8% |
| 3M | +12.3% | -11.7% | +24.0% | +15.1% |
| 6M | +23.7% | +29.0% | -5.3% | +13.4% |
| YTD | -3.5% | +3.4% | -6.9% | -6.6% |
| 1Y | +0.4% | -4.2% | +4.6% | -0.8% |
| 3Y | +29.9% | -12.8% | +42.7% | +29.0% |
| 5Y | +15.2% | -39.6% | +54.8% | +20.3% |
| All | +106.9% | +75.7% | +31.2% | +40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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