+14,754.4%
SPGI vs ES
+1,275.7%
+13,478.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.1% | -4.0% | -2.6% |
| 7D | +2.6% | +5.9% | -3.4% | +0.6% |
| 30D | +19.3% | +10.2% | +9.1% | +15.4% |
| 3M | +15.5% | +0.4% | +15.1% | +15.2% |
| 6M | +18.3% | +6.9% | +11.5% | +15.5% |
| YTD | -3.8% | +10.5% | -14.3% | -7.6% |
| 1Y | +1.3% | +3.2% | -1.9% | -0.9% |
| 3Y | +33.6% | +49.0% | -15.4% | +13.1% |
| 5Y | +13.2% | +4.5% | +8.7% | +7.7% |
| 10Y | +346.3% | +92.3% | +254.0% | +241.7% |
| All | +14,754.4% | +1,275.7% | +13,478.6% | +7,211.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling