+296.4%
SPGI vs IT
+88.4%
+208.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -1.9% |
| 7D | -3.1% | -9.1% | +6.0% | +0.4% |
| 30D | +2.0% | -12.2% | +14.2% | +6.8% |
| 3M | +4.3% | +7.8% | -3.5% | -1.0% |
| 6M | -0.2% | +2.0% | -2.2% | -4.0% |
| YTD | -14.8% | -32.7% | +17.9% | -4.1% |
| 1Y | -18.5% | -31.1% | +12.6% | -10.0% |
| 3Y | +16.0% | -52.1% | +68.0% | +41.8% |
| 5Y | +2.2% | -46.3% | +48.5% | +16.4% |
| 10Y | +296.4% | +91.4% | +205.1% | +149.1% |
| All | +296.4% | +88.4% | +208.0% | +149.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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