+14,754.4%
SPGI vs RF
+1,429.2%
+13,325.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -1.4% |
| 7D | +2.6% | -1.6% | +4.2% | +3.0% |
| 30D | +19.3% | +5.0% | +14.2% | +17.9% |
| 3M | +15.5% | -10.0% | +25.5% | +18.5% |
| 6M | +18.3% | +3.3% | +15.0% | +17.3% |
| YTD | -3.8% | +7.9% | -11.7% | -6.0% |
| 1Y | +1.3% | +21.2% | -19.9% | -3.9% |
| 3Y | +33.6% | +105.8% | -72.2% | +9.6% |
| 5Y | +13.2% | +43.7% | -30.6% | -0.5% |
| 10Y | +346.3% | +289.4% | +56.9% | +189.1% |
| All | +14,754.4% | +1,429.2% | +13,325.1% | +5,896.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling