+522.1%
SPGI vs P
+449.6%
+72.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -16.4% | +14.5% | +0.5% |
| 7D | +2.6% | -31.9% | +34.4% | +8.0% |
| 30D | +19.3% | -36.5% | +55.8% | +26.5% |
| 3M | +15.5% | +11.6% | +3.9% | +11.3% |
| 6M | +18.3% | +25.2% | -6.9% | +10.2% |
| YTD | -3.8% | +39.4% | -43.2% | -12.9% |
| 1Y | +1.3% | -3.7% | +5.0% | -3.4% |
| 3Y | +33.6% | +167.3% | -133.7% | -3.2% |
| 5Y | +13.2% | +237.3% | -224.2% | -24.2% |
| 10Y | +346.3% | +698.6% | -352.3% | +135.6% |
| All | +522.1% | +449.6% | +72.5% | +231.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling