+9.5%
SPGI vs REPL
-54.3%
+63.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | +0.1% | -1.5% |
| 7D | +0.1% | -3.0% | +3.1% | +0.2% |
| 30D | +8.4% | +27.1% | -18.7% | +8.0% |
| 3M | +11.8% | +52.4% | -40.5% | +10.5% |
| 6M | +5.7% | +107.4% | -101.7% | +2.3% |
| YTD | -9.7% | +54.7% | -64.4% | -11.9% |
| 1Y | -12.5% | +158.9% | -171.3% | -17.1% |
| 3Y | +21.8% | -23.7% | +45.6% | +15.8% |
| All | +9.5% | -54.3% | +63.8% | +1.4% |
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