+296.4%
SPGI vs ETR
+288.4%
+8.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.3% | -2.0% |
| 7D | -3.1% | +0.4% | -3.5% | -3.2% |
| 30D | +2.0% | +2.0% | 0.0% | +1.1% |
| 3M | +4.3% | -1.7% | +6.0% | +4.8% |
| 6M | -0.2% | +3.6% | -3.8% | -2.5% |
| YTD | -14.8% | +18.0% | -32.8% | -21.6% |
| 1Y | -18.5% | +26.2% | -44.8% | -27.4% |
| 3Y | +16.0% | +148.0% | -132.1% | -26.0% |
| 5Y | +2.2% | +126.1% | -123.9% | -32.8% |
| 10Y | +296.4% | +302.3% | -5.8% | +134.7% |
| All | +296.4% | +288.4% | +8.0% | +134.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 10y: compounded portfolio wealth divided by compounded ETR 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…
10y analysis · Full analysis span regression · 6 months rolling