+22.0%
SPGI vs ROP
-16.7%
+38.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.6% | +2.0% | +0.4% |
| 7D | +0.1% | -4.4% | +4.6% | +2.6% |
| 30D | +8.4% | +3.2% | +5.2% | +6.5% |
| 3M | +11.8% | +23.1% | -11.2% | -1.0% |
| 6M | +5.7% | +13.3% | -7.6% | -2.1% |
| YTD | -9.7% | -7.9% | -1.8% | -6.2% |
| 1Y | -12.5% | -22.1% | +9.6% | +0.2% |
| All | +22.0% | -16.7% | +38.7% | +24.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling