+13,399.1%
SPGI vs EQT
+3,004.6%
+10,394.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.2% |
| 7D | -2.5% | -0.8% | -1.6% | -2.3% |
| 30D | +5.4% | +6.6% | -1.2% | +4.0% |
| 3M | +9.0% | +4.4% | +4.7% | +7.9% |
| 6M | +0.8% | -10.5% | +11.3% | +2.6% |
| YTD | -12.6% | +3.7% | -16.3% | -13.9% |
| 1Y | -16.1% | +9.9% | -26.0% | -18.6% |
| 3Y | +19.0% | +35.4% | -16.4% | +7.9% |
| 5Y | +5.1% | +189.2% | -184.1% | -24.0% |
| 10Y | +295.5% | +50.7% | +244.8% | +190.0% |
| All | +13,399.1% | +3,004.6% | +10,394.5% | +5,109.6% |
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 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