+14.0%
SPGI vs EXC
+39.8%
-25.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -0.8% | -1.9% | +1.1% | -0.1% |
| 30D | +14.3% | +7.8% | +6.5% | +11.3% |
| 3M | +14.5% | +1.9% | +12.6% | +13.7% |
| 6M | +17.3% | +3.4% | +13.9% | +15.8% |
| YTD | -4.6% | +7.6% | -12.2% | -7.7% |
| 1Y | +0.8% | +2.1% | -1.3% | -0.6% |
| 3Y | +28.8% | +29.6% | -0.8% | +13.9% |
| 5Y | +14.0% | +39.5% | -25.5% | -6.4% |
| All | +14.0% | +39.8% | -25.8% | -6.4% |
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