+338.6%
SPGI vs ECL
+192.9%
+145.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -0.7% |
| 7D | -0.8% | -0.5% | -0.4% | -0.6% |
| 30D | +14.3% | +6.6% | +7.7% | +10.1% |
| 3M | +14.5% | +9.6% | +4.9% | +8.4% |
| 6M | +17.3% | +21.6% | -4.3% | +4.0% |
| YTD | -4.6% | +16.9% | -21.5% | -14.4% |
| 1Y | +0.8% | +17.9% | -17.1% | -10.1% |
| 3Y | +28.8% | +76.5% | -47.7% | -11.9% |
| 5Y | +14.0% | +36.6% | -22.7% | -10.2% |
| All | +338.6% | +192.9% | +145.7% | +113.4% |
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