+14,609.4%
SPGI vs EXC
+2,465.1%
+12,144.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.3% |
| 7D | +0.3% | -1.2% | +1.4% | +0.7% |
| 30D | +18.4% | +10.0% | +8.4% | +14.5% |
| 3M | +15.7% | +1.6% | +14.1% | +15.0% |
| 6M | +17.3% | +3.3% | +14.0% | +15.8% |
| YTD | -4.7% | +7.6% | -12.3% | -7.7% |
| 1Y | +1.8% | +3.5% | -1.7% | -0.1% |
| 3Y | +31.7% | +27.7% | +4.0% | +18.3% |
| 5Y | +12.1% | +41.1% | -29.1% | -3.4% |
| 10Y | +341.9% | +178.2% | +163.7% | +196.1% |
| All | +14,609.4% | +2,465.1% | +12,144.3% | +6,687.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling