+13,845.6%
SPGI vs EAT
+11,644.8%
+2,200.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.7% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | +8.4% | +1.9% | +6.5% | +7.7% |
| 3M | +11.8% | +68.7% | -56.8% | +0.5% |
| 6M | +5.7% | +66.9% | -61.2% | -5.6% |
| YTD | -9.7% | +60.4% | -70.1% | -19.0% |
| 1Y | -12.5% | +44.0% | -56.5% | -20.3% |
| 3Y | +21.8% | +604.7% | -582.9% | -22.3% |
| 5Y | +8.2% | +347.0% | -338.8% | -27.8% |
| 10Y | +309.5% | +390.8% | -81.2% | +126.6% |
| All | +13,845.6% | +11,644.8% | +2,200.9% | +3,632.6% |
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