+295.5%
SPGI vs ROP
+134.1%
+161.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.9% | -0.3% | -1.3% |
| 7D | -2.5% | -5.4% | +2.9% | +1.3% |
| 30D | +5.4% | -1.6% | +7.1% | +6.5% |
| 3M | +9.0% | +18.8% | -9.8% | -3.8% |
| 6M | +0.8% | +8.2% | -7.4% | -5.4% |
| YTD | -12.6% | -10.5% | -2.1% | -6.9% |
| 1Y | -16.1% | -23.7% | +7.6% | -0.6% |
| 3Y | +19.0% | -17.9% | +36.8% | +32.0% |
| 5Y | +5.1% | -15.3% | +20.4% | +13.3% |
| 10Y | +295.5% | +133.4% | +162.1% | +132.4% |
| All | +295.5% | +134.1% | +161.3% | +132.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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