+10,607.9%
SPGI vs IT
+6,259.0%
+4,348.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.6% |
| 7D | -0.9% | -18.8% | +17.9% | +3.7% |
| 30D | +15.5% | -0.1% | +15.6% | +15.2% |
| 3M | +15.7% | +2.9% | +12.7% | +14.1% |
| 6M | +19.1% | +20.4% | -1.3% | +11.9% |
| YTD | -4.1% | -24.3% | +20.2% | -0.4% |
| 1Y | +1.2% | -17.2% | +18.4% | +2.9% |
| 3Y | +31.6% | -52.4% | +84.0% | +48.5% |
| 5Y | +12.4% | -43.7% | +56.2% | +21.3% |
| 10Y | +334.3% | +90.3% | +244.0% | +256.2% |
| All | +10,607.9% | +6,259.0% | +4,348.9% | +5,329.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling