+334.3%
SPGI vs EXC
+176.1%
+158.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -0.9% | -1.7% | +0.9% | -0.1% |
| 30D | +15.5% | +9.3% | +6.2% | +11.1% |
| 3M | +15.7% | +1.0% | +14.6% | +15.0% |
| 6M | +19.1% | +5.9% | +13.1% | +15.8% |
| YTD | -4.1% | +7.6% | -11.7% | -7.9% |
| 1Y | +1.2% | +2.4% | -1.2% | -0.8% |
| 3Y | +31.6% | +30.2% | +1.3% | +13.4% |
| 5Y | +12.4% | +41.4% | -28.9% | -7.9% |
| 10Y | +334.3% | +183.8% | +150.5% | +194.6% |
| All | +334.3% | +176.1% | +158.2% | +194.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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