-16.1%
SPGI vs ROP
-23.1%
+7.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.9% | -0.3% | -1.9% |
| 7D | -2.5% | -5.4% | +2.9% | +0.1% |
| 30D | +5.4% | -1.6% | +7.1% | +6.2% |
| 3M | +9.0% | +18.8% | -9.8% | 0.0% |
| 6M | +0.8% | +8.2% | -7.4% | -3.9% |
| YTD | -12.6% | -10.5% | -2.1% | -12.1% |
| 1Y | -16.1% | -23.7% | +7.6% | -13.4% |
| All | -16.1% | -23.1% | +7.0% | -13.4% |
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 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