+29.9%
SPGI vs EMR
+103.4%
-73.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +1.2% | +2.8% | -1.6% | +0.6% |
| 30D | +15.9% | +3.7% | +12.3% | +15.0% |
| 3M | +12.3% | +2.0% | +10.3% | +11.7% |
| 6M | +23.7% | +22.1% | +1.6% | +17.4% |
| YTD | -3.5% | +27.2% | -30.8% | -10.5% |
| 1Y | +0.4% | +32.0% | -31.6% | -8.0% |
| 3Y | +29.9% | +103.3% | -73.4% | +1.6% |
| All | +29.9% | +103.4% | -73.5% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 3y: compounded portfolio wealth divided by compounded EMR 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…
3y analysis · Full analysis span regression · 6 months rolling