+3,268.8%
SPGI vs EW
+8,225.2%
-4,956.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -0.8% | +4.9% | -5.8% | -2.1% |
| 30D | +14.3% | +24.1% | -9.8% | +7.6% |
| 3M | +14.5% | +13.7% | +0.8% | +10.3% |
| 6M | +17.3% | +32.7% | -15.4% | +8.2% |
| YTD | -4.6% | +24.1% | -28.7% | -10.7% |
| 1Y | +0.8% | +23.6% | -22.9% | -5.7% |
| 3Y | +28.8% | +64.8% | -36.0% | +7.0% |
| 5Y | +14.0% | -8.8% | +22.7% | +10.2% |
| 10Y | +332.5% | +248.8% | +83.7% | +192.9% |
| All | +3,268.8% | +8,225.2% | -4,956.5% | +1,127.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling