+338.6%
SPGI vs FIVE
+505.3%
-166.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.1% |
| 7D | -0.8% | +2.4% | -3.3% | -1.3% |
| 30D | +14.3% | +15.8% | -1.6% | +11.0% |
| 3M | +14.5% | +3.8% | +10.7% | +13.3% |
| 6M | +17.3% | +18.5% | -1.3% | +12.4% |
| YTD | -4.6% | +31.2% | -35.8% | -10.9% |
| 1Y | +0.8% | +61.8% | -61.1% | -9.9% |
| 3Y | +28.8% | +39.9% | -11.1% | +12.6% |
| 5Y | +14.0% | +18.3% | -4.4% | +0.3% |
| All | +338.6% | +505.3% | -166.8% | +178.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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