+12.4%
SPGI vs ETR
+162.9%
-150.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.4% |
| 7D | -0.9% | +1.7% | -2.6% | -1.3% |
| 30D | +15.5% | +8.7% | +6.8% | +12.8% |
| 3M | +15.7% | +4.9% | +10.7% | +14.0% |
| 6M | +19.1% | +0.8% | +18.3% | +18.5% |
| YTD | -4.1% | +23.1% | -27.2% | -11.1% |
| 1Y | +1.2% | +17.9% | -16.7% | -4.8% |
| 3Y | +31.6% | +154.5% | -122.9% | -9.8% |
| 5Y | +12.4% | +160.3% | -147.8% | -22.9% |
| All | +12.4% | +162.9% | -150.4% | -22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling