+295.5%
SPGI vs EXPE
+155.3%
+140.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -7.9% | +4.7% | -1.4% |
| 7D | -2.5% | -9.8% | +7.3% | -0.2% |
| 30D | +5.4% | -11.5% | +16.9% | +8.3% |
| 3M | +9.0% | +21.7% | -12.7% | +3.5% |
| 6M | +0.8% | +10.4% | -9.6% | -2.4% |
| YTD | -12.6% | -2.5% | -10.0% | -13.3% |
| 1Y | -16.1% | +27.3% | -43.5% | -22.4% |
| 3Y | +19.0% | +153.5% | -134.5% | -10.3% |
| 5Y | +5.1% | +91.1% | -86.0% | -19.4% |
| 10Y | +295.5% | +153.1% | +142.4% | +133.0% |
| All | +295.5% | +155.3% | +140.1% | +133.0% |
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 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