+334.3%
SPGI vs ROL
+222.1%
+112.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | -0.3% |
| 7D | -0.9% | +7.5% | -8.4% | -4.2% |
| 30D | +15.5% | +21.1% | -5.6% | +5.5% |
| 3M | +15.7% | +3.1% | +12.5% | +13.5% |
| 6M | +19.1% | -27.4% | +46.5% | +37.1% |
| YTD | -4.1% | -34.7% | +30.7% | +15.0% |
| 1Y | +1.2% | -32.9% | +34.1% | +19.6% |
| 3Y | +31.6% | +6.1% | +25.4% | +21.9% |
| 5Y | +12.4% | +16.3% | -3.9% | -2.6% |
| 10Y | +334.3% | +214.9% | +119.4% | +147.9% |
| All | +334.3% | +222.1% | +112.2% | +147.9% |
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