-20.5%
SPGI vs DTE
+1.0%
-21.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | 0.0% |
| 7D | -7.4% | -2.6% | -4.8% | -7.4% |
| 30D | +0.4% | -4.4% | +4.8% | +0.2% |
| 3M | +5.3% | -8.3% | +13.6% | +5.1% |
| 6M | +1.7% | -8.1% | +9.7% | +1.7% |
| YTD | -16.4% | +4.4% | -20.8% | -13.6% |
| 1Y | -20.5% | +0.2% | -20.7% | -18.0% |
| All | -20.5% | +1.0% | -21.4% | -18.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling