+1,284.3%
SPGI vs ET
+1,310.3%
-26.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.5% |
| 6M | +23.7% | -0.1% | +23.8% | +23.2% |
| YTD | -3.5% | +26.2% | -29.8% | -9.8% |
| 1Y | +0.4% | +25.2% | -24.7% | -5.9% |
| 3Y | +29.9% | +84.2% | -54.3% | +9.2% |
| 5Y | +15.2% | +216.1% | -200.9% | -16.7% |
| 10Y | +337.2% | +160.7% | +176.5% | +203.4% |
| All | +1,284.3% | +1,310.3% | -26.0% | +203.1% |
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 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