+14.0%
SPGI vs S
-70.0%
+84.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.3% | +4.9% | -0.5% |
| 7D | -0.8% | +4.1% | -4.9% | -1.5% |
| 30D | +14.3% | -7.2% | +21.4% | +15.1% |
| 3M | +14.5% | 0.0% | +14.5% | +13.4% |
| 6M | +17.3% | +41.6% | -24.3% | +9.8% |
| YTD | -4.6% | +48.6% | -53.2% | -11.7% |
| 1Y | +0.8% | +30.0% | -29.3% | -5.2% |
| 3Y | +28.8% | +42.2% | -13.4% | +15.3% |
| 5Y | +14.0% | -70.8% | +84.7% | +20.9% |
| All | +14.0% | -70.0% | +84.0% | +20.9% |
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