+9.5%
SPGI vs ECL
+31.2%
-21.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | +0.1% | -2.6% | +2.7% | +1.5% |
| 30D | +8.4% | -2.2% | +10.6% | +9.5% |
| 3M | +11.8% | +10.1% | +1.7% | +6.2% |
| 6M | +5.7% | -5.7% | +11.4% | +8.4% |
| YTD | -9.7% | +7.0% | -16.6% | -14.1% |
| 1Y | -12.5% | +2.7% | -15.1% | -15.0% |
| 3Y | +21.8% | +57.7% | -35.9% | -8.4% |
| All | +9.5% | +31.2% | -21.7% | -12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling