+9.5%
SPGI vs ED
+67.1%
-57.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.2% | -1.2% |
| 7D | +0.1% | -0.2% | +0.3% | +0.2% |
| 30D | +8.4% | -0.1% | +8.5% | +8.4% |
| 3M | +11.8% | +3.9% | +7.9% | +10.7% |
| 6M | +5.7% | -3.0% | +8.7% | +6.4% |
| YTD | -9.7% | +10.7% | -20.4% | -13.0% |
| 1Y | -12.5% | +13.3% | -25.8% | -16.4% |
| 3Y | +21.8% | +34.5% | -12.7% | +7.1% |
| All | +9.5% | +67.1% | -57.6% | -4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling