+334.3%
SPGI vs EXEL
+445.6%
-111.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.4% | +0.2% |
| 7D | -0.9% | +2.3% | -3.2% | -1.2% |
| 30D | +15.5% | +19.8% | -4.3% | +12.5% |
| 3M | +15.7% | +32.7% | -17.0% | +10.9% |
| 6M | +19.1% | +49.0% | -29.9% | +11.9% |
| YTD | -4.1% | +63.7% | -67.7% | -11.4% |
| 1Y | +1.2% | +75.8% | -74.6% | -7.6% |
| 3Y | +31.6% | +241.3% | -209.7% | +6.1% |
| 5Y | +12.4% | +289.0% | -276.6% | -12.5% |
| 10Y | +334.3% | +377.6% | -43.3% | +225.8% |
| All | +334.3% | +445.6% | -111.3% | +225.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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