+334.0%
SPGI vs ETR
+369.0%
-35.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +1.6% | +2.6% | -1.0% | +0.6% |
| 30D | +16.1% | +8.7% | +7.4% | +12.3% |
| 3M | +15.5% | +6.4% | +9.1% | +12.5% |
| 6M | +19.6% | +0.7% | +18.9% | +18.9% |
| YTD | -3.6% | +23.0% | -26.6% | -12.8% |
| 1Y | +2.2% | +17.9% | -15.7% | -5.9% |
| 3Y | +30.1% | +154.9% | -124.8% | -17.9% |
| 5Y | +14.9% | +157.3% | -142.3% | -28.9% |
| 10Y | +334.0% | +373.4% | -39.4% | +148.7% |
| All | +334.0% | +369.0% | -35.0% | +148.7% |
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