+343.3%
SPGI vs EAT
+320.8%
+22.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | +1.2% | -4.0% | +5.2% | +1.8% |
| 30D | +15.9% | -2.9% | +18.8% | +16.2% |
| 3M | +12.3% | -16.9% | +29.2% | +15.0% |
| 6M | +23.7% | +57.0% | -33.3% | +14.1% |
| YTD | -3.5% | +38.2% | -41.7% | -10.0% |
| 1Y | +0.4% | +69.3% | -68.9% | -9.5% |
| 3Y | +29.9% | +483.0% | -453.1% | -8.3% |
| 5Y | +15.2% | +364.1% | -349.0% | -18.6% |
| All | +343.3% | +320.8% | +22.5% | +146.2% |
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