+14,791.5%
SPGI vs EQT
+2,883.8%
+11,907.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.9% |
| 7D | +1.2% | +6.9% | -5.7% | -0.2% |
| 30D | +15.9% | +0.4% | +15.5% | +15.7% |
| 3M | +12.3% | -2.0% | +14.3% | +12.6% |
| 6M | +23.7% | -5.0% | +28.7% | +24.4% |
| YTD | -3.5% | -0.3% | -3.3% | -4.4% |
| 1Y | +0.4% | -11.3% | +11.7% | +1.9% |
| 3Y | +29.9% | +38.3% | -8.4% | +17.1% |
| 5Y | +15.2% | +166.4% | -151.2% | -14.5% |
| 10Y | +337.2% | +62.2% | +275.0% | +211.5% |
| All | +14,791.5% | +2,883.8% | +11,907.6% | +5,682.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling