+1.8%
SPGI vs RF
+18.8%
-17.0%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -1.4% | -1.3% | 0.0% | -1.0% |
| 30D | +15.3% | +4.6% | +10.6% | +14.1% |
| 3M | +16.5% | -8.4% | +25.0% | +18.3% |
| 6M | +19.8% | +8.9% | +11.0% | +18.1% |
| YTD | -3.2% | +8.8% | -12.0% | -6.8% |
| 1Y | +1.8% | +18.9% | -17.1% | -3.7% |
| All | +1.8% | +18.8% | -17.0% | -3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling