+1.7%
SPGI vs EW
+26.8%
-25.1%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.5% | -1.8% | +0.2% |
| 7D | -0.9% | +12.3% | -13.1% | -3.3% |
| 30D | +15.5% | +22.9% | -7.4% | +10.7% |
| 3M | +15.7% | +16.7% | -1.0% | +11.8% |
| 6M | +19.1% | +31.0% | -11.9% | +13.5% |
| YTD | -4.1% | +22.8% | -26.9% | -6.4% |
| All | +1.7% | +26.8% | -25.1% | -1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling