+13,845.6%
SPGI vs ED
+2,217.3%
+11,628.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.2% | -1.1% |
| 7D | +0.1% | -0.2% | +0.3% | +0.2% |
| 30D | +8.4% | -0.1% | +8.5% | +8.5% |
| 3M | +11.8% | +3.9% | +7.9% | +10.2% |
| 6M | +5.7% | -3.0% | +8.7% | +6.7% |
| YTD | -9.7% | +10.7% | -20.4% | -13.8% |
| 1Y | -12.5% | +13.3% | -25.8% | -17.3% |
| 3Y | +21.8% | +34.5% | -12.7% | +6.0% |
| 5Y | +8.2% | +67.1% | -59.0% | -14.4% |
| 10Y | +309.5% | +103.0% | +206.5% | +188.3% |
| All | +13,845.6% | +2,217.3% | +11,628.3% | +4,406.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling