+30.3%
SPGI vs ED
+47.9%
-17.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.4% | +0.4% |
| 7D | -1.4% | -0.9% | -0.4% | -1.2% |
| 30D | +15.3% | +11.2% | +4.1% | +13.5% |
| 3M | +16.5% | +11.8% | +4.7% | +14.7% |
| 6M | +19.8% | +14.1% | +5.7% | +17.7% |
| YTD | -3.2% | +23.0% | -26.2% | -6.5% |
| 1Y | +1.8% | +23.7% | -21.9% | -1.8% |
| All | +30.3% | +47.9% | -17.6% | +17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling