+7,867.4%
SPGI vs EL
+1,792.3%
+6,075.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.2% | -1.7% |
| 7D | +0.3% | +0.8% | -0.5% | -0.1% |
| 30D | +18.4% | +16.5% | +1.8% | +12.8% |
| 3M | +15.7% | +29.2% | -13.5% | +6.2% |
| 6M | +17.3% | +27.9% | -10.6% | +7.4% |
| YTD | -4.7% | +6.2% | -10.9% | -9.3% |
| 1Y | +1.8% | +27.2% | -25.4% | -8.7% |
| 3Y | +31.7% | +3.2% | +28.5% | +17.1% |
| 5Y | +12.1% | -66.0% | +78.1% | +40.5% |
| 10Y | +341.9% | +58.3% | +283.6% | +226.3% |
| All | +7,867.4% | +1,792.3% | +6,075.1% | +2,929.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling