+13.7%
SPGI vs EQT
+164.3%
-150.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +1.0% |
| 7D | +1.2% | +6.9% | -5.7% | +0.4% |
| 30D | +15.9% | +0.4% | +15.5% | +15.8% |
| 3M | +12.3% | -2.0% | +14.3% | +12.5% |
| 6M | +23.7% | -5.0% | +28.7% | +24.2% |
| YTD | -3.5% | -0.3% | -3.3% | -4.1% |
| 1Y | +0.4% | -11.3% | +11.7% | +1.3% |
| 3Y | +29.9% | +38.3% | -8.4% | +22.3% |
| All | +13.7% | +164.3% | -150.5% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 5y: compounded portfolio wealth divided by compounded EQT 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…
5y analysis · Full analysis span regression · 6 months rolling