+1.8%
SPGI vs ROP
+7.5%
-5.7%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | 0.0% |
| 7D | -1.4% | -2.9% | +1.6% | 0.0% |
| 30D | +15.3% | +30.1% | -14.8% | +1.3% |
| 3M | +16.5% | +19.9% | -3.4% | +6.7% |
| 6M | +19.8% | +46.0% | -26.2% | -1.7% |
| YTD | -3.2% | +8.4% | -11.6% | -9.4% |
| 1Y | +1.8% | +8.8% | -7.0% | -4.8% |
| All | +1.8% | +7.5% | -5.7% | -4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling