+2.2%
SPGI vs ET
+242.4%
-240.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.3% | -2.7% |
| 7D | -3.1% | +0.6% | -3.7% | -3.3% |
| 30D | +2.0% | +5.3% | -3.3% | +0.7% |
| 3M | +4.3% | +15.6% | -11.3% | +0.4% |
| 6M | -0.2% | +20.6% | -20.9% | -5.3% |
| YTD | -14.8% | +38.5% | -53.3% | -22.2% |
| 1Y | -18.5% | +35.7% | -54.3% | -25.3% |
| 3Y | +16.0% | +98.4% | -82.4% | -4.6% |
| 5Y | +2.2% | +245.3% | -243.1% | -21.0% |
| All | +2.2% | +242.4% | -240.1% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 5y: compounded portfolio wealth divided by compounded ET 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…
5y analysis · Full analysis span regression · 6 months rolling