+282.9%
SPGI vs DTE
+137.8%
+145.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.7% |
| 7D | -7.4% | -2.6% | -4.8% | -6.2% |
| 30D | +0.4% | -4.4% | +4.8% | +2.6% |
| 3M | +5.3% | -8.3% | +13.6% | +9.8% |
| 6M | +1.7% | -8.1% | +9.7% | +5.5% |
| YTD | -16.4% | +4.4% | -20.8% | -19.2% |
| 1Y | -20.5% | +0.2% | -20.7% | -21.6% |
| 3Y | +14.2% | +42.6% | -28.4% | -8.3% |
| 5Y | +0.6% | +31.5% | -30.9% | -16.3% |
| All | +282.9% | +137.8% | +145.0% | +145.4% |
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