+334.3%
SPGI vs EL
+63.1%
+271.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.1% | -0.1% |
| 7D | -0.9% | +8.0% | -8.9% | -3.0% |
| 30D | +15.5% | +15.4% | +0.1% | +10.7% |
| 3M | +15.7% | +28.5% | -12.8% | +6.9% |
| 6M | +19.1% | +32.2% | -13.2% | +8.6% |
| YTD | -4.1% | +9.2% | -13.2% | -9.1% |
| 1Y | +1.2% | +30.8% | -29.6% | -9.6% |
| 3Y | +31.6% | +3.7% | +27.9% | +17.1% |
| 5Y | +12.4% | -64.8% | +77.2% | +52.7% |
| 10Y | +334.3% | +60.0% | +274.3% | +206.4% |
| All | +334.3% | +63.1% | +271.2% | +206.4% |
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