+13,845.6%
SPGI vs DTE
+3,490.8%
+10,354.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.8% | -1.2% |
| 7D | +0.1% | +0.2% | 0.0% | +0.1% |
| 30D | +8.4% | -2.6% | +11.0% | +9.7% |
| 3M | +11.8% | -3.9% | +15.7% | +13.8% |
| 6M | +5.7% | -7.9% | +13.6% | +9.4% |
| YTD | -9.7% | +7.2% | -16.9% | -13.4% |
| 1Y | -12.5% | +3.1% | -15.5% | -14.7% |
| 3Y | +21.8% | +47.6% | -25.8% | -1.2% |
| 5Y | +8.2% | +32.7% | -24.5% | -8.4% |
| 10Y | +309.5% | +138.8% | +170.8% | +154.9% |
| All | +13,845.6% | +3,490.8% | +10,354.9% | +3,371.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling