+331.8%
SPGI vs ED
+129.3%
+202.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.2% |
| 7D | +0.3% | +1.6% | -1.4% | -0.3% |
| 30D | +18.4% | +13.3% | +5.1% | +13.7% |
| 3M | +15.7% | +9.7% | +6.0% | +12.3% |
| 6M | +17.3% | +12.8% | +4.5% | +12.7% |
| YTD | -4.7% | +22.3% | -27.0% | -11.4% |
| 1Y | +1.8% | +26.3% | -24.5% | -6.4% |
| 3Y | +31.7% | +45.0% | -13.3% | +13.8% |
| 5Y | +12.1% | +80.2% | -68.1% | -10.5% |
| All | +331.8% | +129.3% | +202.6% | +230.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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