+343.3%
SPGI vs ROL
+221.5%
+121.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.5% | -0.1% |
| 7D | +1.2% | +3.0% | -1.7% | -0.1% |
| 30D | +15.9% | +19.8% | -3.9% | +6.4% |
| 3M | +12.3% | +7.9% | +4.4% | +8.0% |
| 6M | +23.7% | -25.6% | +49.3% | +40.8% |
| YTD | -3.5% | -34.1% | +30.6% | +15.2% |
| 1Y | +0.4% | -31.4% | +31.8% | +17.4% |
| 3Y | +29.9% | +4.7% | +25.2% | +21.2% |
| 5Y | +15.2% | +15.6% | -0.4% | +0.2% |
| All | +343.3% | +221.5% | +121.8% | +155.0% |
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