+11.7%
SPGI vs REPL
-35.6%
+47.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +8.0% | -9.0% | -1.1% |
| 7D | +0.3% | +22.8% | -22.5% | 0.0% |
| 30D | +18.4% | +63.8% | -45.4% | +17.4% |
| 3M | +15.7% | +68.1% | -52.4% | +14.7% |
| 6M | +17.3% | +528.5% | -511.2% | +12.3% |
| YTD | -4.7% | +122.4% | -127.2% | -7.7% |
| 1Y | +1.8% | +154.4% | -152.5% | -1.8% |
| 3Y | +31.7% | +68.0% | -36.3% | +18.2% |
| All | +11.7% | -35.6% | +47.4% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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