+296.4%
SPGI vs EAT
+370.1%
-73.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.2% | +0.7% | -2.1% |
| 7D | -3.1% | -6.8% | +3.7% | -2.0% |
| 30D | +2.0% | -5.4% | +7.4% | +2.7% |
| 3M | +4.3% | +42.8% | -38.4% | -1.8% |
| 6M | -0.2% | +56.5% | -56.7% | -8.1% |
| YTD | -14.8% | +50.0% | -64.8% | -21.2% |
| 1Y | -18.5% | +38.3% | -56.8% | -24.0% |
| 3Y | +16.0% | +591.6% | -575.7% | -20.2% |
| 5Y | +2.2% | +312.6% | -310.4% | -26.2% |
| 10Y | +296.4% | +381.4% | -85.0% | +127.4% |
| All | +296.4% | +370.1% | -73.6% | +127.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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