+13.7%
SPGI vs ET
+215.7%
-202.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +1.2% | +2.5% | -1.3% | +0.6% |
| 30D | +15.9% | -2.5% | +18.4% | +16.5% |
| 3M | +12.3% | -4.9% | +17.1% | +13.6% |
| 6M | +23.7% | -0.1% | +23.8% | +23.1% |
| YTD | -3.5% | +26.2% | -29.8% | -10.8% |
| 1Y | +0.4% | +25.2% | -24.7% | -7.0% |
| 3Y | +29.9% | +84.2% | -54.3% | +5.4% |
| All | +13.7% | +215.7% | -202.0% | -13.1% |
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