+31.7%
SPGI vs FIVE
+34.8%
-3.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | +0.3% | -0.3% | +0.5% | +0.3% |
| 30D | +18.4% | +17.7% | +0.7% | +17.0% |
| 3M | +15.7% | +4.0% | +11.7% | +15.2% |
| 6M | +17.3% | +2.6% | +14.7% | +16.7% |
| YTD | -4.7% | +27.6% | -32.3% | -6.8% |
| 1Y | +1.8% | +59.9% | -58.1% | -2.1% |
| 3Y | +31.7% | +35.8% | -4.1% | +21.6% |
| All | +31.7% | +34.8% | -3.2% | +21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling