-12.5%
SPGI vs S
+10.1%
-22.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.6% |
| 7D | +0.1% | -7.7% | +7.8% | +1.4% |
| 30D | +8.4% | -5.3% | +13.7% | +9.0% |
| 3M | +11.8% | +20.3% | -8.4% | +7.0% |
| 6M | +5.7% | +47.4% | -41.7% | -3.9% |
| YTD | -9.7% | +32.5% | -42.2% | -16.8% |
| 1Y | -12.5% | +9.5% | -22.0% | -18.8% |
| All | -12.5% | +10.1% | -22.6% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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