-18.5%
SPGI vs EXEL
+54.7%
-73.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.7% | -2.6% |
| 7D | -3.1% | -0.3% | -2.8% | -3.1% |
| 30D | +2.0% | +10.1% | -8.1% | +1.2% |
| 3M | +4.3% | +10.1% | -5.8% | +3.4% |
| 6M | -0.2% | +37.7% | -37.9% | -3.3% |
| YTD | -14.8% | +33.1% | -47.9% | -17.3% |
| 1Y | -18.5% | +52.4% | -70.9% | -22.5% |
| All | -18.5% | +54.7% | -73.2% | -22.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling