+484.1%
SPGI vs P
+485.4%
-1.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -1.8% |
| 7D | +0.1% | +6.5% | -6.4% | -0.8% |
| 30D | +8.4% | +18.8% | -10.4% | +5.0% |
| 3M | +11.8% | +26.7% | -14.9% | +6.3% |
| 6M | +5.7% | +62.2% | -56.5% | -4.6% |
| YTD | -9.7% | +48.5% | -58.2% | -17.8% |
| 1Y | -12.5% | +26.4% | -38.9% | -19.6% |
| 3Y | +21.8% | +159.4% | -137.6% | -9.5% |
| 5Y | +8.2% | +275.8% | -267.6% | -27.9% |
| 10Y | +309.5% | +732.0% | -422.5% | +117.5% |
| All | +484.1% | +485.4% | -1.3% | +212.6% |
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