+338.6%
SPGI vs EXEL
+325.9%
+12.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.2% |
| 7D | -0.8% | +1.6% | -2.5% | -1.1% |
| 30D | +14.3% | +17.4% | -3.1% | +11.6% |
| 3M | +14.5% | +38.6% | -24.1% | +9.0% |
| 6M | +17.3% | +41.2% | -23.9% | +11.1% |
| YTD | -4.6% | +59.3% | -63.9% | -11.5% |
| 1Y | +0.8% | +60.2% | -59.5% | -6.7% |
| 3Y | +28.8% | +232.6% | -203.8% | +4.1% |
| 5Y | +14.0% | +285.9% | -271.9% | -11.4% |
| All | +338.6% | +325.9% | +12.7% | +230.2% |
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