+14.0%
SPGI vs SAP
+76.8%
-62.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -0.8% | -3.9% | +3.1% | +0.7% |
| 30D | +14.3% | +6.5% | +7.8% | +11.4% |
| 3M | +14.5% | +14.7% | -0.2% | +8.2% |
| 6M | +17.3% | +39.9% | -22.6% | +1.5% |
| YTD | -4.6% | -2.0% | -2.6% | -5.8% |
| 1Y | +0.8% | -6.0% | +6.8% | +1.3% |
| 3Y | +28.8% | +67.7% | -38.9% | -5.8% |
| 5Y | +14.0% | +78.8% | -64.8% | -25.1% |
| All | +14.0% | +76.8% | -62.9% | -25.1% |
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 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