+338.6%
SPGI vs EXPE
+126.2%
+212.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.5% |
| 7D | -0.8% | -4.2% | +3.4% | +0.1% |
| 30D | +14.3% | -4.5% | +18.8% | +15.0% |
| 3M | +14.5% | -19.7% | +34.2% | +19.6% |
| 6M | +17.3% | +18.3% | -1.0% | +11.4% |
| YTD | -4.6% | -7.3% | +2.7% | -4.8% |
| 1Y | +0.8% | -3.9% | +4.7% | -0.6% |
| 3Y | +28.8% | +123.0% | -94.2% | +0.1% |
| 5Y | +14.0% | +47.9% | -34.0% | -6.7% |
| All | +338.6% | +126.2% | +212.4% | +161.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling