+13,551.7%
SPGI vs M
+425.5%
+13,126.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.9% | +3.9% | -0.7% |
| 7D | +2.6% | -2.1% | +4.7% | +3.0% |
| 30D | +19.3% | +7.7% | +11.6% | +17.4% |
| 3M | +15.5% | -4.4% | +19.8% | +16.2% |
| 6M | +18.3% | +27.5% | -9.2% | +11.6% |
| YTD | -3.8% | +12.8% | -16.5% | -7.5% |
| 1Y | +1.3% | +20.7% | -19.4% | -4.2% |
| 3Y | +33.6% | +111.3% | -77.7% | +5.9% |
| 5Y | +13.2% | -6.3% | +19.5% | +0.5% |
| 10Y | +346.3% | +1.5% | +344.8% | +217.3% |
| All | +13,551.7% | +425.5% | +13,126.2% | +5,624.3% |
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