+334.0%
SPGI vs O
+78.3%
+255.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +1.6% | +3.5% | -2.0% | -0.1% |
| 30D | +16.1% | +10.4% | +5.7% | +10.8% |
| 3M | +15.5% | -2.4% | +17.9% | +16.8% |
| 6M | +19.6% | -1.2% | +20.9% | +20.4% |
| YTD | -3.6% | +10.4% | -14.0% | -8.7% |
| 1Y | +2.2% | +11.4% | -9.2% | -3.6% |
| 3Y | +30.1% | +40.4% | -10.3% | +8.2% |
| 5Y | +14.9% | +12.1% | +2.8% | +6.7% |
| 10Y | +334.0% | +82.7% | +251.2% | +246.0% |
| All | +334.0% | +78.3% | +255.7% | +246.0% |
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