+331.8%
SPGI vs ROL
+216.1%
+115.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | 0.0% |
| 7D | +0.3% | +9.5% | -9.2% | -3.9% |
| 30D | +18.4% | +22.9% | -4.6% | +7.4% |
| 3M | +15.7% | +3.5% | +12.2% | +13.4% |
| 6M | +17.3% | -29.4% | +46.7% | +36.7% |
| YTD | -4.7% | -36.1% | +31.3% | +15.3% |
| 1Y | +1.8% | -34.4% | +36.2% | +21.5% |
| 3Y | +31.7% | +4.0% | +27.7% | +23.2% |
| 5Y | +12.1% | +13.2% | -1.2% | -1.7% |
| All | +331.8% | +216.1% | +115.7% | +153.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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