+9,520.6%
SPGI vs O
+5,241.4%
+4,279.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.6% |
| 7D | +0.3% | +3.7% | -3.4% | -1.3% |
| 30D | +18.4% | +11.2% | +7.2% | +13.1% |
| 3M | +15.7% | -4.0% | +19.7% | +17.8% |
| 6M | +17.3% | -5.2% | +22.5% | +20.0% |
| YTD | -4.7% | +9.5% | -14.2% | -8.8% |
| 1Y | +1.8% | +10.6% | -8.8% | -3.1% |
| 3Y | +31.7% | +38.1% | -6.4% | +12.9% |
| 5Y | +12.1% | +10.2% | +1.8% | +5.9% |
| 10Y | +341.9% | +71.4% | +270.5% | +229.1% |
| All | +9,520.6% | +5,241.4% | +4,279.2% | +2,470.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling