-12.5%
SPGI vs EL
+14.8%
-27.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.0% | -4.5% | -1.9% |
| 7D | +0.1% | +0.8% | -0.7% | 0.0% |
| 30D | +8.4% | +19.8% | -11.4% | +5.6% |
| 3M | +11.8% | +25.7% | -13.9% | +8.1% |
| 6M | +5.7% | +5.4% | +0.3% | +3.0% |
| YTD | -9.7% | +0.2% | -9.9% | -10.9% |
| 1Y | -12.5% | +20.4% | -32.9% | -15.2% |
| All | -12.5% | +14.8% | -27.2% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling