+12,661.7%
SPGI vs ROP
+25,523.2%
-12,861.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.6% | +2.0% | -0.5% |
| 7D | +0.1% | -4.4% | +4.6% | +1.5% |
| 30D | +8.4% | +3.2% | +5.2% | +7.4% |
| 3M | +11.8% | +23.1% | -11.2% | +4.8% |
| 6M | +5.7% | +13.3% | -7.6% | +1.5% |
| YTD | -9.7% | -7.9% | -1.8% | -7.8% |
| 1Y | -12.5% | -22.1% | +9.6% | -6.1% |
| 3Y | +21.8% | -16.8% | +38.6% | +28.1% |
| 5Y | +8.2% | -13.5% | +21.7% | +12.8% |
| 10Y | +309.5% | +137.7% | +171.8% | +229.6% |
| All | +12,661.7% | +25,523.2% | -12,861.5% | +6,497.4% |
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 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