+11.7%
SPGI vs P
+247.4%
-235.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.5% | -4.5% | -1.3% |
| 7D | +0.3% | -23.8% | +24.1% | +2.4% |
| 30D | +18.4% | -36.6% | +55.0% | +22.6% |
| 3M | +15.7% | +10.9% | +4.8% | +13.0% |
| 6M | +17.3% | +30.0% | -12.7% | +11.4% |
| YTD | -4.7% | +44.4% | -49.1% | -11.2% |
| 1Y | +1.8% | +3.9% | -2.1% | -2.0% |
| 3Y | +31.7% | +176.6% | -144.9% | -2.1% |
| All | +11.7% | +247.4% | -235.7% | -23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling