+308.7%
SPGI vs EXC
+152.8%
+155.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.1% |
| 7D | +0.1% | +0.3% | -0.1% | 0.0% |
| 30D | +8.4% | -3.7% | +12.1% | +10.2% |
| 3M | +11.8% | -1.3% | +13.1% | +12.3% |
| 6M | +5.7% | -9.7% | +15.4% | +10.1% |
| YTD | -9.7% | +2.9% | -12.6% | -11.5% |
| 1Y | -12.5% | +4.4% | -16.8% | -15.0% |
| 3Y | +21.8% | +22.2% | -0.4% | +8.0% |
| 5Y | +8.2% | +46.7% | -38.5% | -13.2% |
| All | +308.7% | +152.8% | +155.8% | +178.3% |
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