+14,609.4%
SPGI vs EAT
+10,438.3%
+4,171.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | -0.4% |
| 7D | +0.3% | -2.6% | +2.9% | +0.8% |
| 30D | +18.4% | +11.5% | +6.9% | +15.6% |
| 3M | +15.7% | -9.1% | +24.8% | +17.0% |
| 6M | +17.3% | +40.4% | -23.1% | +8.5% |
| YTD | -4.7% | +43.9% | -48.7% | -13.2% |
| 1Y | +1.8% | +101.9% | -100.1% | -13.5% |
| 3Y | +31.7% | +489.9% | -458.2% | -13.3% |
| 5Y | +12.1% | +362.6% | -350.6% | -25.8% |
| 10Y | +341.9% | +385.7% | -43.7% | +143.6% |
| All | +14,609.4% | +10,438.3% | +4,171.2% | +3,901.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling