+9,021.0%
SPGI vs O
+5,387.7%
+3,633.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.3% |
| 3M | +11.8% | +3.8% | +8.0% | +10.1% |
| 6M | +5.7% | -4.7% | +10.5% | +7.8% |
| YTD | -9.7% | +12.5% | -22.2% | -14.6% |
| 1Y | -12.5% | +10.8% | -23.3% | -16.8% |
| 3Y | +21.8% | +28.8% | -7.0% | +7.5% |
| 5Y | +8.2% | +13.2% | -5.0% | +0.9% |
| 10Y | +309.5% | +53.5% | +256.1% | +218.5% |
| All | +9,021.0% | +5,387.7% | +3,633.3% | +2,308.4% |
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