+0.8%
SPGI vs LYB
-4.6%
+5.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.2% |
| 7D | -7.4% | +0.3% | -7.7% | -7.4% |
| 30D | +0.4% | +2.5% | -2.1% | -0.1% |
| 3M | +5.3% | +1.4% | +3.9% | +4.8% |
| 6M | +1.7% | -3.5% | +5.2% | +0.8% |
| YTD | -16.4% | +52.0% | -68.3% | -25.6% |
| 1Y | -20.5% | +22.1% | -42.5% | -25.6% |
| 3Y | +14.2% | -22.8% | +37.0% | +18.0% |
| All | +0.8% | -4.6% | +5.4% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 5y: compounded portfolio wealth divided by compounded LYB 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…
5y analysis · Full analysis span regression · 6 months rolling