+9.5%
SPGI vs EXC
+47.1%
-37.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.2% |
| 7D | +0.1% | +0.3% | -0.1% | +0.1% |
| 30D | +8.4% | -3.7% | +12.1% | +9.8% |
| 3M | +11.8% | -1.3% | +13.1% | +12.2% |
| 6M | +5.7% | -9.7% | +15.4% | +9.2% |
| YTD | -9.7% | +2.9% | -12.6% | -11.2% |
| 1Y | -12.5% | +4.4% | -16.8% | -14.5% |
| 3Y | +21.8% | +22.2% | -0.4% | +10.5% |
| All | +9.5% | +47.1% | -37.6% | -8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling