+338.6%
SPGI vs ES
+96.6%
+242.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.7% |
| 7D | -0.8% | -1.1% | +0.2% | -0.4% |
| 30D | +14.3% | +8.2% | +6.1% | +10.8% |
| 3M | +14.5% | +0.6% | +13.9% | +14.1% |
| 6M | +17.3% | +6.0% | +11.3% | +14.5% |
| YTD | -4.6% | +9.3% | -13.9% | -8.6% |
| 1Y | +0.8% | +1.1% | -0.4% | -1.0% |
| 3Y | +28.8% | +51.9% | -23.1% | +4.2% |
| 5Y | +14.0% | +6.5% | +7.5% | +7.2% |
| All | +338.6% | +96.6% | +242.0% | +282.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling