+295.5%
SPGI vs O
+50.0%
+245.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.0% |
| 7D | -2.5% | -0.6% | -1.9% | -2.2% |
| 30D | +5.4% | -2.0% | +7.4% | +6.4% |
| 3M | +9.0% | +3.0% | +6.0% | +7.6% |
| 6M | +0.8% | -3.6% | +4.4% | +2.4% |
| YTD | -12.6% | +12.1% | -24.6% | -17.7% |
| 1Y | -16.1% | +8.9% | -25.0% | -20.0% |
| 3Y | +19.0% | +30.3% | -11.3% | +2.8% |
| 5Y | +5.1% | +13.7% | -8.7% | -3.2% |
| 10Y | +295.5% | +50.3% | +245.2% | +232.3% |
| All | +295.5% | +50.0% | +245.4% | +232.3% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 10y: compounded portfolio wealth divided by compounded O 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…
10y analysis · Full analysis span regression · 6 months rolling