+343.3%
SPGI vs IT
+90.0%
+253.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.8% |
| 7D | +1.2% | +1.1% | +0.2% | +0.8% |
| 30D | +15.9% | -1.8% | +17.8% | +16.0% |
| 3M | +12.3% | +4.8% | +7.5% | +9.0% |
| 6M | +23.7% | +33.0% | -9.3% | +6.8% |
| YTD | -3.5% | -23.8% | +20.3% | +2.5% |
| 1Y | +0.4% | -16.5% | +16.9% | +2.8% |
| 3Y | +29.9% | -53.6% | +83.5% | +62.0% |
| 5Y | +15.2% | -42.1% | +57.3% | +26.8% |
| All | +343.3% | +90.0% | +253.4% | +176.0% |
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