+334.0%
SPGI vs EL
+60.9%
+273.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.2% | +0.4% |
| 7D | +1.6% | +7.6% | -6.1% | -0.6% |
| 30D | +16.1% | +15.7% | +0.4% | +11.2% |
| 3M | +15.5% | +30.5% | -15.1% | +6.2% |
| 6M | +19.6% | +32.5% | -12.9% | +9.0% |
| YTD | -3.6% | +9.4% | -13.0% | -8.7% |
| 1Y | +2.2% | +28.4% | -26.1% | -8.1% |
| 3Y | +30.1% | +4.4% | +25.7% | +15.5% |
| 5Y | +14.9% | -64.5% | +79.4% | +55.6% |
| 10Y | +334.0% | +64.9% | +269.1% | +197.4% |
| All | +334.0% | +60.9% | +273.1% | +197.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling