+3,529.2%
SPGI vs EXEL
+340.0%
+3,189.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.2% | -1.1% |
| 7D | +0.3% | +0.3% | 0.0% | +0.2% |
| 30D | +18.4% | +19.0% | -0.7% | +16.1% |
| 3M | +15.7% | +33.3% | -17.6% | +11.9% |
| 6M | +17.3% | +42.9% | -25.6% | +12.4% |
| YTD | -4.7% | +58.7% | -63.5% | -10.0% |
| 1Y | +1.8% | +70.5% | -68.7% | -4.6% |
| 3Y | +31.7% | +233.8% | -202.1% | +12.8% |
| 5Y | +12.1% | +259.3% | -247.3% | -5.7% |
| 10Y | +341.9% | +484.1% | -142.2% | +235.1% |
| All | +3,529.2% | +340.0% | +3,189.3% | +2,023.8% |
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 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