+295.5%
SPGI vs EL
+31.4%
+264.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.1% | -1.1% | -2.6% |
| 7D | -2.5% | +1.7% | -4.2% | -3.0% |
| 30D | +5.4% | +15.5% | -10.1% | +0.6% |
| 3M | +9.0% | +20.6% | -11.5% | +2.7% |
| 6M | +0.8% | +10.5% | -9.7% | -3.6% |
| YTD | -12.6% | -1.9% | -10.7% | -14.4% |
| 1Y | -16.1% | +16.1% | -32.2% | -22.7% |
| 3Y | +19.0% | -30.2% | +49.2% | +21.9% |
| 5Y | +5.1% | -67.4% | +72.4% | +45.0% |
| 10Y | +295.5% | +31.2% | +264.2% | +203.3% |
| All | +295.5% | +31.4% | +264.1% | +203.3% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling