+11.7%
SPGI vs SAP
+70.5%
-58.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.2% | +0.7% |
| 7D | +0.3% | -0.7% | +0.9% | +0.5% |
| 30D | +18.4% | +11.1% | +7.3% | +13.5% |
| 3M | +15.7% | +17.0% | -1.3% | +8.5% |
| 6M | +17.3% | +34.8% | -17.6% | +3.0% |
| YTD | -4.7% | -2.2% | -2.5% | -5.8% |
| 1Y | +1.8% | -6.4% | +8.3% | +2.5% |
| 3Y | +31.7% | +75.1% | -43.4% | -5.9% |
| All | +11.7% | +70.5% | -58.8% | -24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling