+10,533.1%
SPGI vs IT
+6,228.4%
+4,304.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +3.0% | -0.1% |
| 7D | +0.3% | -16.9% | +17.2% | +4.4% |
| 30D | +18.4% | +2.3% | +16.0% | +17.4% |
| 3M | +15.7% | +2.9% | +12.8% | +14.2% |
| 6M | +17.3% | +25.9% | -8.6% | +9.1% |
| YTD | -4.7% | -24.6% | +19.9% | -0.9% |
| 1Y | +1.8% | -16.0% | +17.9% | +3.3% |
| 3Y | +31.7% | -51.6% | +83.3% | +48.0% |
| 5Y | +12.1% | -42.6% | +54.7% | +20.4% |
| 10Y | +341.9% | +103.6% | +238.4% | +257.9% |
| All | +10,533.1% | +6,228.4% | +4,304.7% | +5,297.8% |
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