+11.7%
SPGI vs S
-67.4%
+79.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.2% |
| 7D | +0.3% | -13.4% | +13.7% | +2.2% |
| 30D | +18.4% | -14.0% | +32.4% | +20.6% |
| 3M | +15.7% | +4.9% | +10.8% | +13.8% |
| 6M | +17.3% | +42.0% | -24.7% | +9.8% |
| YTD | -4.7% | +45.1% | -49.9% | -11.4% |
| 1Y | +1.8% | +33.1% | -31.3% | -4.5% |
| 3Y | +31.7% | +40.6% | -8.9% | +18.2% |
| All | +11.7% | -67.4% | +79.1% | +15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling