+9.5%
SPGI vs O
+13.2%
-3.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.2% |
| 7D | +0.1% | -0.7% | +0.9% | +0.5% |
| 30D | +8.4% | -1.9% | +10.3% | +9.5% |
| 3M | +11.8% | +3.8% | +8.0% | +9.8% |
| 6M | +5.7% | -4.7% | +10.5% | +8.1% |
| YTD | -9.7% | +12.5% | -22.2% | -15.9% |
| 1Y | -12.5% | +10.8% | -23.3% | -18.0% |
| 3Y | +21.8% | +28.8% | -7.0% | +2.6% |
| All | +9.5% | +13.2% | -3.7% | -0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling