+12,716.6%
SPGI vs M
+396.5%
+12,320.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.2% | -2.1% |
| 7D | +0.1% | +4.7% | -4.6% | -0.8% |
| 30D | +8.4% | -9.6% | +18.1% | +10.6% |
| 3M | +11.8% | +0.9% | +11.0% | +11.1% |
| 6M | +5.7% | +22.3% | -16.6% | +0.5% |
| YTD | -9.7% | +6.5% | -16.2% | -12.0% |
| 1Y | -12.5% | +38.8% | -51.2% | -19.7% |
| 3Y | +21.8% | +115.9% | -94.1% | -3.9% |
| 5Y | +8.2% | +28.6% | -20.5% | -11.4% |
| 10Y | +309.5% | -2.5% | +312.1% | +193.3% |
| All | +12,716.6% | +396.5% | +12,320.1% | +5,347.1% |
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 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