+343.3%
SPGI vs P
+652.0%
-308.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.4% |
| 7D | +1.2% | +11.6% | -10.4% | -0.5% |
| 30D | +15.9% | -23.7% | +39.6% | +19.7% |
| 3M | +12.3% | -8.0% | +20.3% | +11.9% |
| 6M | +23.7% | +27.9% | -4.2% | +15.1% |
| YTD | -3.5% | +61.2% | -64.7% | -14.8% |
| 1Y | +0.4% | +28.6% | -28.2% | -9.0% |
| 3Y | +29.9% | +200.5% | -170.6% | -9.0% |
| 5Y | +15.2% | +282.9% | -267.8% | -26.1% |
| All | +343.3% | +652.0% | -308.7% | +136.1% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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