-12.5%
SPGI vs EXPE
+40.7%
-53.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.2% |
| 7D | +0.1% | -9.5% | +9.7% | +2.5% |
| 30D | +8.4% | -6.6% | +15.0% | +10.0% |
| 3M | +11.8% | +31.4% | -19.5% | +4.2% |
| 6M | +5.7% | +35.2% | -29.5% | -2.7% |
| YTD | -9.7% | +5.8% | -15.5% | -12.1% |
| 1Y | -12.5% | +38.7% | -51.1% | -19.0% |
| All | -12.5% | +40.7% | -53.1% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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