+3,340.8%
SPGI vs EXEL
+273.2%
+3,067.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | +0.1% | +8.4% | -8.2% | -0.8% |
| 30D | +8.4% | +4.1% | +4.3% | +7.8% |
| 3M | +11.8% | +12.4% | -0.6% | +10.2% |
| 6M | +5.7% | +41.5% | -35.8% | +1.3% |
| YTD | -9.7% | +34.6% | -44.3% | -13.0% |
| 1Y | -12.5% | +57.9% | -70.3% | -17.4% |
| 3Y | +21.8% | +159.5% | -137.7% | +7.2% |
| 5Y | +8.2% | +198.5% | -190.3% | -7.1% |
| 10Y | +309.5% | +411.4% | -101.8% | +213.8% |
| All | +3,340.8% | +273.2% | +3,067.6% | +1,951.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling