+1,557.4%
SPGI vs MKTX
+1,471.0%
+86.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.0% | +1.1% |
| 7D | +1.2% | +0.2% | +1.0% | +1.2% |
| 30D | +15.9% | +0.9% | +15.0% | +15.6% |
| 3M | +12.3% | +2.6% | +9.7% | +11.6% |
| 6M | +23.7% | +20.4% | +3.3% | +16.0% |
| YTD | -3.5% | -7.1% | +3.5% | -3.2% |
| 1Y | +0.4% | -2.8% | +3.2% | -0.6% |
| 3Y | +29.9% | -21.7% | +51.6% | +32.6% |
| 5Y | +15.2% | -54.5% | +69.7% | +33.1% |
| 10Y | +337.2% | +13.0% | +324.2% | +288.2% |
| All | +1,557.4% | +1,471.0% | +86.4% | +513.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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