+57.0%
SPGI vs EXE
+155.8%
-98.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.5% |
| 7D | -0.9% | -3.9% | +3.1% | -0.4% |
| 30D | +15.5% | -2.6% | +18.1% | +15.8% |
| 3M | +15.7% | -6.9% | +22.5% | +16.5% |
| 6M | +19.1% | -9.3% | +28.4% | +20.2% |
| YTD | -4.1% | -20.7% | +16.7% | -1.9% |
| 1Y | +1.2% | -21.8% | +23.0% | +3.6% |
| 3Y | +31.6% | +16.2% | +15.4% | +27.8% |
| 5Y | +12.4% | +61.1% | -48.7% | +8.2% |
| All | +57.0% | +155.8% | -98.9% | +50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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