+1.7%
SPGI vs S
+38.4%
-36.6%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +8.0% | -7.3% | -0.4% |
| 7D | -0.9% | +1.6% | -2.4% | -1.1% |
| 30D | +15.5% | -10.5% | +26.0% | +17.0% |
| 3M | +15.7% | +9.9% | +5.8% | +12.6% |
| 6M | +19.1% | +41.8% | -22.7% | +9.4% |
| YTD | -4.1% | +56.8% | -60.9% | -15.3% |
| All | +1.7% | +38.4% | -36.6% | -10.3% |
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