+13,360.6%
SPGI vs ROP
+29,884.4%
-16,523.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | -0.1% |
| 7D | +0.3% | +2.1% | -1.9% | -0.4% |
| 30D | +18.4% | +32.9% | -14.5% | +8.4% |
| 3M | +15.7% | +20.0% | -4.3% | +9.2% |
| 6M | +17.3% | +36.4% | -19.1% | +6.2% |
| YTD | -4.7% | +7.8% | -12.6% | -7.4% |
| 1Y | +1.8% | +8.0% | -6.2% | -1.1% |
| 3Y | +31.7% | -3.5% | +35.2% | +32.1% |
| 5Y | +12.1% | +1.5% | +10.6% | +11.1% |
| 10Y | +341.9% | +198.5% | +143.5% | +232.8% |
| All | +13,360.6% | +29,884.4% | -16,523.7% | +6,521.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling