+7,453.7%
SPGI vs EL
+1,685.7%
+5,768.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.0% | -4.5% | -2.5% |
| 7D | +0.1% | +0.8% | -0.7% | -0.2% |
| 30D | +8.4% | +19.8% | -11.4% | +2.0% |
| 3M | +11.8% | +25.7% | -13.9% | +3.6% |
| 6M | +5.7% | +5.4% | +0.3% | +2.2% |
| YTD | -9.7% | +0.2% | -9.9% | -12.3% |
| 1Y | -12.5% | +20.4% | -32.9% | -20.4% |
| 3Y | +21.8% | -32.1% | +54.0% | +23.7% |
| 5Y | +8.2% | -67.2% | +75.4% | +37.2% |
| 10Y | +309.5% | +31.7% | +277.8% | +220.7% |
| All | +7,453.7% | +1,685.7% | +5,768.0% | +2,830.2% |
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