+343.3%
SPGI vs DTE
+152.1%
+191.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +0.9% |
| 7D | +1.2% | +3.4% | -2.2% | -0.5% |
| 30D | +15.9% | +8.9% | +7.0% | +11.1% |
| 3M | +12.3% | +1.1% | +11.2% | +11.6% |
| 6M | +23.7% | +0.1% | +23.6% | +23.2% |
| YTD | -3.5% | +11.1% | -14.6% | -9.7% |
| 1Y | +0.4% | +4.9% | -4.5% | -3.2% |
| 3Y | +29.9% | +58.6% | -28.7% | -1.3% |
| 5Y | +15.2% | +47.3% | -32.1% | -9.9% |
| All | +343.3% | +152.1% | +191.2% | +190.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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