+5.1%
SPGI vs EXE
+106.6%
-101.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.5% | -3.2% |
| 7D | -2.5% | -1.8% | -0.7% | -2.3% |
| 30D | +5.4% | +6.4% | -1.0% | +4.6% |
| 3M | +9.0% | +9.2% | -0.2% | +7.8% |
| 6M | +0.8% | -7.0% | +7.8% | +1.4% |
| YTD | -12.6% | -9.5% | -3.1% | -11.8% |
| 1Y | -16.1% | +6.2% | -22.4% | -17.4% |
| 3Y | +19.0% | +20.7% | -1.8% | +14.8% |
| 5Y | +5.1% | +103.6% | -98.6% | -0.4% |
| All | +5.1% | +106.6% | -101.6% | -0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling