+19.0%
SPGI vs ETR
+153.2%
-134.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.2% | -4.4% | -3.4% |
| 7D | -2.5% | +1.4% | -3.9% | -2.7% |
| 30D | +5.4% | +1.9% | +3.5% | +5.0% |
| 3M | +9.0% | +1.0% | +8.1% | +8.7% |
| 6M | +0.8% | +4.8% | -4.1% | -0.5% |
| YTD | -12.6% | +19.5% | -32.1% | -16.4% |
| 1Y | -16.1% | +28.1% | -44.2% | -21.4% |
| 3Y | +19.0% | +151.1% | -132.2% | -7.6% |
| All | +19.0% | +153.2% | -134.2% | -7.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling