+11.7%
SPGI vs DT
-43.6%
+55.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.8% |
| 7D | +0.3% | -24.7% | +25.0% | +7.6% |
| 30D | +18.4% | -27.4% | +45.7% | +28.0% |
| 3M | +15.7% | -11.1% | +26.8% | +18.2% |
| 6M | +17.3% | +13.7% | +3.6% | +11.2% |
| YTD | -4.7% | +0.2% | -5.0% | -7.1% |
| 1Y | +1.8% | -5.7% | +7.5% | +0.8% |
| 3Y | +31.7% | -8.1% | +39.8% | +28.8% |
| All | +11.7% | -43.6% | +55.3% | +17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling