+1,113.0%
SPGI vs FIVE
+868.1%
+244.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.1% | -6.7% | -2.5% |
| 7D | +0.1% | +4.3% | -4.1% | -0.7% |
| 30D | +8.4% | +12.5% | -4.1% | +5.9% |
| 3M | +11.8% | +31.2% | -19.4% | +6.1% |
| 6M | +5.7% | +14.4% | -8.7% | +2.1% |
| YTD | -9.7% | +33.9% | -43.6% | -15.3% |
| 1Y | -12.5% | +65.1% | -77.5% | -21.4% |
| 3Y | +21.8% | +49.0% | -27.1% | +6.1% |
| 5Y | +8.2% | +30.3% | -22.1% | -5.9% |
| 10Y | +309.5% | +481.1% | -171.6% | +163.9% |
| All | +1,113.0% | +868.1% | +244.9% | +604.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling