+1,196.3%
SPGI vs ET
+1,435.0%
-238.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.8% | -1.6% |
| 7D | +0.1% | +0.9% | -0.8% | -0.1% |
| 30D | +8.4% | +7.5% | +0.9% | +6.3% |
| 3M | +11.8% | +11.4% | +0.4% | +8.6% |
| 6M | +5.7% | +18.5% | -12.8% | +0.8% |
| YTD | -9.7% | +37.4% | -47.1% | -17.2% |
| 1Y | -12.5% | +30.9% | -43.4% | -18.9% |
| 3Y | +21.8% | +98.7% | -76.9% | +0.6% |
| 5Y | +8.2% | +230.7% | -222.5% | -22.9% |
| 10Y | +309.5% | +175.6% | +133.9% | +178.9% |
| All | +1,196.3% | +1,435.0% | -238.6% | +178.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling