+22.0%
SPGI vs EXC
+22.2%
-0.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.4% |
| 7D | +0.1% | +0.3% | -0.1% | +0.1% |
| 30D | +8.4% | -3.7% | +12.1% | +9.2% |
| 3M | +11.8% | -1.3% | +13.1% | +12.1% |
| 6M | +5.7% | -9.7% | +15.4% | +7.6% |
| YTD | -9.7% | +2.9% | -12.6% | -10.4% |
| 1Y | -12.5% | +4.4% | -16.8% | -13.5% |
| All | +22.0% | +22.2% | -0.2% | +15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling