+14,784.9%
SPGI vs ETR
+4,599.0%
+10,185.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +1.6% | +2.6% | -1.0% | +0.7% |
| 30D | +16.1% | +8.7% | +7.4% | +12.8% |
| 3M | +15.5% | +6.4% | +9.1% | +12.9% |
| 6M | +19.6% | +0.7% | +18.9% | +19.0% |
| YTD | -3.6% | +23.0% | -26.6% | -11.3% |
| 1Y | +2.2% | +17.9% | -15.7% | -4.6% |
| 3Y | +30.1% | +154.9% | -124.8% | -9.3% |
| 5Y | +14.9% | +157.3% | -142.3% | -20.8% |
| 10Y | +334.0% | +373.4% | -39.4% | +140.9% |
| All | +14,784.9% | +4,599.0% | +10,185.9% | +5,498.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling