+13,418.5%
SPGI vs M
+401.4%
+13,017.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.6% | +3.6% | 0.0% |
| 7D | +0.3% | -4.3% | +4.5% | +1.1% |
| 30D | +18.4% | +1.3% | +17.1% | +18.0% |
| 3M | +15.7% | -7.4% | +23.1% | +17.2% |
| 6M | +17.3% | +18.3% | -1.1% | +12.3% |
| YTD | -4.7% | +7.6% | -12.3% | -7.6% |
| 1Y | +1.8% | +17.4% | -15.6% | -3.3% |
| 3Y | +31.7% | +108.4% | -76.7% | +4.7% |
| 5Y | +12.1% | -10.6% | +22.7% | +0.5% |
| 10Y | +341.9% | -3.2% | +345.1% | +217.2% |
| All | +13,418.5% | +401.4% | +13,017.1% | +5,622.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling