+0.4%
SPGI vs M
+24.3%
-23.9%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.9% |
| 7D | +1.2% | +7.0% | -5.8% | +0.5% |
| 30D | +15.9% | +8.9% | +7.0% | +15.1% |
| 3M | +12.3% | +4.5% | +7.8% | +11.6% |
| 6M | +23.7% | +36.2% | -12.5% | +22.2% |
| YTD | -3.5% | +15.1% | -18.7% | -3.8% |
| 1Y | +0.4% | +27.4% | -27.0% | -2.1% |
| All | +0.4% | +24.3% | -23.9% | -2.1% |
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