+338.6%
SPGI vs RF
+219.4%
+119.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | -0.8% | +0.4% | -1.2% | -0.9% |
| 30D | +14.3% | +5.6% | +8.7% | +12.4% |
| 3M | +14.5% | -8.9% | +23.4% | +17.8% |
| 6M | +17.3% | +7.1% | +10.2% | +14.6% |
| YTD | -4.6% | +8.3% | -12.9% | -7.6% |
| 1Y | +0.8% | +16.8% | -16.1% | -4.8% |
| 3Y | +28.8% | +115.0% | -86.2% | -1.9% |
| 5Y | +14.0% | +46.4% | -32.4% | -4.4% |
| All | +338.6% | +219.4% | +119.1% | +165.3% |
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