-12.5%
SPGI vs M
+46.1%
-58.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.2% | -1.7% |
| 7D | +0.1% | +4.7% | -4.6% | 0.0% |
| 30D | +8.4% | -9.6% | +18.1% | +8.9% |
| 3M | +11.8% | +0.9% | +11.0% | +12.0% |
| 6M | +5.7% | +22.3% | -16.6% | +5.4% |
| YTD | -9.7% | +6.5% | -16.2% | -9.5% |
| 1Y | -12.5% | +38.8% | -51.2% | -13.3% |
| All | -12.5% | +46.1% | -58.6% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling