+308.3%
SPGI vs EW
+133.1%
+175.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | +0.1% | -0.3% | +0.5% | +0.2% |
| 30D | +8.4% | +1.0% | +7.4% | +7.9% |
| 3M | +11.8% | +2.8% | +9.0% | +10.6% |
| 6M | +5.7% | +5.5% | +0.2% | +3.3% |
| YTD | -9.7% | +5.5% | -15.1% | -12.0% |
| 1Y | -12.5% | +11.0% | -23.5% | -16.4% |
| 3Y | +21.8% | +17.7% | +4.1% | +7.3% |
| 5Y | +8.2% | -25.7% | +33.9% | +12.7% |
| All | +308.3% | +133.1% | +175.3% | +185.5% |
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