+334.3%
SPGI vs EW
+236.4%
+97.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.5% | -1.8% | -0.2% |
| 7D | -0.9% | +12.3% | -13.1% | -4.9% |
| 30D | +15.5% | +22.9% | -7.4% | +7.3% |
| 3M | +15.7% | +16.7% | -1.0% | +9.2% |
| 6M | +19.1% | +31.0% | -11.9% | +7.7% |
| YTD | -4.1% | +22.8% | -26.9% | -11.6% |
| 1Y | +1.2% | +25.6% | -24.4% | -7.6% |
| 3Y | +31.6% | +62.0% | -30.4% | +1.7% |
| 5Y | +12.4% | -12.8% | +25.2% | +10.7% |
| 10Y | +334.3% | +239.8% | +94.5% | +169.7% |
| All | +334.3% | +236.4% | +97.9% | +169.7% |
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