-16.1%
SPGI vs IT
-29.8%
+13.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -7.4% | +4.2% | -1.2% |
| 7D | -2.5% | -9.1% | +6.7% | 0.0% |
| 30D | +5.4% | -7.0% | +12.4% | +7.3% |
| 3M | +9.0% | +7.6% | +1.4% | +5.3% |
| 6M | +0.8% | +2.1% | -1.4% | -1.6% |
| YTD | -12.6% | -31.6% | +19.0% | -6.2% |
| 1Y | -16.1% | -29.9% | +13.8% | -11.0% |
| All | -16.1% | -29.8% | +13.6% | -11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling