+334.3%
SPGI vs P
+748.5%
-414.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.3% | -5.6% | -0.2% |
| 7D | -0.9% | -9.6% | +8.8% | +0.3% |
| 30D | +15.5% | -33.4% | +48.9% | +21.8% |
| 3M | +15.7% | +14.2% | +1.5% | +11.1% |
| 6M | +19.1% | +31.6% | -12.5% | +10.0% |
| YTD | -4.1% | +53.5% | -57.5% | -14.6% |
| 1Y | +1.2% | +14.2% | -13.0% | -6.4% |
| 3Y | +31.6% | +190.5% | -158.9% | -7.2% |
| 5Y | +12.4% | +256.3% | -243.9% | -26.7% |
| 10Y | +334.3% | +707.9% | -373.6% | +126.0% |
| All | +334.3% | +748.5% | -414.2% | +126.0% |
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