+295.5%
SPGI vs ECL
+153.2%
+142.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.0% |
| 7D | -2.5% | -0.8% | -1.7% | -2.0% |
| 30D | +5.4% | -2.5% | +7.9% | +6.9% |
| 3M | +9.0% | +8.3% | +0.7% | +3.7% |
| 6M | +0.8% | -1.1% | +1.9% | +0.6% |
| YTD | -12.6% | +6.5% | -19.1% | -17.1% |
| 1Y | -16.1% | +2.1% | -18.2% | -18.7% |
| 3Y | +19.0% | +57.6% | -38.6% | -13.1% |
| 5Y | +5.1% | +28.1% | -23.0% | -14.3% |
| 10Y | +295.5% | +153.2% | +142.2% | +103.4% |
| All | +295.5% | +153.2% | +142.3% | +103.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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