+334.3%
SPGI vs SAP
+228.4%
+105.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | -0.1% |
| 7D | -0.9% | +1.6% | -2.5% | -1.6% |
| 30D | +15.5% | +10.5% | +5.0% | +10.4% |
| 3M | +15.7% | +15.2% | +0.5% | +8.3% |
| 6M | +19.1% | +36.7% | -17.6% | +2.2% |
| YTD | -4.1% | -0.6% | -3.5% | -6.0% |
| 1Y | +1.2% | -4.1% | +5.3% | +0.8% |
| 3Y | +31.6% | +73.2% | -41.7% | -5.6% |
| 5Y | +12.4% | +74.1% | -61.7% | -21.6% |
| 10Y | +334.3% | +222.9% | +111.4% | +105.1% |
| All | +334.3% | +228.4% | +105.9% | +105.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 10y: compounded portfolio wealth divided by compounded SAP 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…
10y analysis · Full analysis span regression · 6 months rolling