+338.6%
SPGI vs EW
+242.2%
+96.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.4% | -0.2% |
| 7D | -1.4% | +6.5% | -7.8% | -3.6% |
| 30D | +15.3% | +22.5% | -7.2% | +7.2% |
| 3M | +16.5% | +13.0% | +3.5% | +11.3% |
| 6M | +19.8% | +37.1% | -17.3% | +6.7% |
| YTD | -3.2% | +24.1% | -27.4% | -11.2% |
| 1Y | +1.8% | +24.2% | -22.5% | -6.7% |
| 3Y | +30.6% | +64.8% | -34.2% | +0.2% |
| 5Y | +16.0% | -7.4% | +23.5% | +11.3% |
| 10Y | +338.6% | +248.8% | +89.8% | +171.1% |
| All | +338.6% | +242.2% | +96.4% | +171.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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