+1,507.7%
SPGI vs EXPE
+727.6%
+780.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.9% | +3.9% | +0.3% |
| 7D | +0.3% | -9.3% | +9.6% | +2.4% |
| 30D | +18.4% | +0.1% | +18.2% | +17.7% |
| 3M | +15.7% | -15.3% | +31.0% | +19.7% |
| 6M | +17.3% | +5.5% | +11.8% | +14.0% |
| YTD | -4.7% | -8.0% | +3.2% | -4.9% |
| 1Y | +1.8% | +18.9% | -17.1% | -5.5% |
| 3Y | +31.7% | +135.5% | -103.8% | -2.0% |
| 5Y | +12.1% | +44.3% | -32.2% | -9.6% |
| 10Y | +341.9% | +117.7% | +224.2% | +184.1% |
| All | +1,507.7% | +727.6% | +780.1% | +352.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling