+331.8%
SPGI vs ES
+85.7%
+246.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | +0.1% |
| 7D | +0.3% | +1.9% | -1.6% | -0.5% |
| 30D | +18.4% | +7.1% | +11.3% | +15.3% |
| 3M | +15.7% | -1.9% | +17.6% | +16.4% |
| 6M | +17.3% | +4.4% | +12.9% | +15.2% |
| YTD | -4.7% | +7.3% | -12.0% | -8.0% |
| 1Y | +1.8% | +2.1% | -0.3% | -0.4% |
| 3Y | +31.7% | +41.8% | -10.1% | +9.7% |
| 5Y | +12.1% | +1.4% | +10.6% | +7.5% |
| All | +331.8% | +85.7% | +246.1% | +277.5% |
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