+16.0%
SPGI vs M
+0.2%
+15.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.5% |
| 7D | -1.4% | -3.3% | +1.9% | -1.0% |
| 30D | +15.3% | +8.1% | +7.2% | +14.1% |
| 3M | +16.5% | +2.2% | +14.3% | +16.0% |
| 6M | +19.8% | +35.1% | -15.3% | +15.1% |
| YTD | -3.2% | +15.8% | -19.1% | -5.7% |
| 1Y | +1.8% | +25.8% | -24.0% | -1.9% |
| 3Y | +30.6% | +156.2% | -125.6% | +9.7% |
| 5Y | +16.0% | -2.4% | +18.4% | +7.4% |
| All | +16.0% | +0.2% | +15.9% | +7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling