+9,981.0%
SPGI vs IT
+6,105.9%
+3,875.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.6% | +3.1% | -0.5% |
| 7D | +0.1% | -6.0% | +6.2% | +1.5% |
| 30D | +8.4% | 0.0% | +8.4% | +8.3% |
| 3M | +11.8% | +13.1% | -1.2% | +7.4% |
| 6M | +5.7% | +11.7% | -6.0% | +1.5% |
| YTD | -9.7% | -26.1% | +16.4% | -5.1% |
| 1Y | -12.5% | -21.3% | +8.8% | -9.8% |
| 3Y | +21.8% | -46.7% | +68.6% | +34.5% |
| 5Y | +8.2% | -40.5% | +48.7% | +16.0% |
| 10Y | +309.5% | +103.9% | +205.6% | +233.4% |
| All | +9,981.0% | +6,105.9% | +3,875.1% | +5,068.7% |
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