+308.3%
SPGI vs RF
+343.3%
-35.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.5% |
| 7D | +0.1% | +1.3% | -1.2% | -0.3% |
| 30D | +8.4% | -3.6% | +12.0% | +9.6% |
| 3M | +11.8% | +8.1% | +3.8% | +9.0% |
| 6M | +5.7% | +11.5% | -5.8% | +1.9% |
| YTD | -9.7% | +15.6% | -25.2% | -14.2% |
| 1Y | -12.5% | +15.7% | -28.1% | -17.1% |
| 3Y | +21.8% | +86.9% | -65.1% | -2.9% |
| 5Y | +8.2% | +89.8% | -81.6% | -16.7% |
| All | +308.3% | +343.3% | -35.0% | +118.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 10y: compounded portfolio wealth divided by compounded RF 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…
10y analysis · Full analysis span regression · 6 months rolling