+22.0%
SPGI vs DT
+9.0%
+13.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | +0.1% | -1.1% |
| 7D | +0.1% | -3.3% | +3.4% | +1.1% |
| 30D | +8.4% | +2.0% | +6.4% | +7.6% |
| 3M | +11.8% | +20.0% | -8.2% | +5.5% |
| 6M | +5.7% | +39.3% | -33.6% | -5.2% |
| YTD | -9.7% | +19.8% | -29.4% | -15.8% |
| 1Y | -12.5% | +4.3% | -16.7% | -15.7% |
| All | +22.0% | +9.0% | +13.1% | +13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling