+13,381.1%
SPGI vs ROP
+30,039.9%
-16,658.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -0.8% | -2.7% | +1.8% | 0.0% |
| 30D | +14.3% | +29.7% | -15.4% | +5.4% |
| 3M | +14.5% | +21.2% | -6.7% | +7.8% |
| 6M | +17.3% | +48.3% | -31.0% | +3.6% |
| YTD | -4.6% | +8.4% | -13.0% | -7.4% |
| 1Y | +0.8% | +6.0% | -5.2% | -1.6% |
| 3Y | +28.8% | -5.6% | +34.4% | +30.0% |
| 5Y | +14.0% | +1.3% | +12.7% | +13.0% |
| 10Y | +332.5% | +184.1% | +148.4% | +229.5% |
| All | +13,381.1% | +30,039.9% | -16,658.8% | +6,520.9% |
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 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