+14,712.9%
SPGI vs EAT
+10,283.2%
+4,429.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.0% |
| 7D | -0.9% | -3.9% | +3.1% | -0.1% |
| 30D | +15.5% | +5.0% | +10.5% | +14.1% |
| 3M | +15.7% | -9.6% | +25.3% | +17.1% |
| 6M | +19.1% | +46.8% | -27.7% | +9.2% |
| YTD | -4.1% | +41.8% | -45.9% | -12.3% |
| 1Y | +1.2% | +98.3% | -97.1% | -13.7% |
| 3Y | +31.6% | +503.1% | -471.5% | -13.7% |
| 5Y | +12.4% | +356.7% | -344.2% | -25.4% |
| 10Y | +334.3% | +349.8% | -15.5% | +143.3% |
| All | +14,712.9% | +10,283.2% | +4,429.7% | +3,940.9% |
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