+31.7%
SPGI vs IT
-51.0%
+82.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +3.0% | 0.0% |
| 7D | +0.3% | -16.9% | +17.2% | +4.8% |
| 30D | +18.4% | +2.3% | +16.0% | +17.3% |
| 3M | +15.7% | +2.9% | +12.8% | +14.0% |
| 6M | +17.3% | +25.9% | -8.6% | +7.9% |
| YTD | -4.7% | -24.6% | +19.9% | -1.1% |
| 1Y | +1.8% | -16.0% | +17.9% | +3.2% |
| 3Y | +31.7% | -51.6% | +83.3% | +50.8% |
| All | +31.7% | -51.0% | +82.7% | +50.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling