+8,421.6%
SPGI vs SAP
+2,432.7%
+5,988.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.2% | +0.1% |
| 7D | +0.3% | -0.7% | +0.9% | +0.4% |
| 30D | +18.4% | +11.1% | +7.3% | +15.3% |
| 3M | +15.7% | +17.0% | -1.3% | +11.1% |
| 6M | +17.3% | +34.8% | -17.6% | +8.2% |
| YTD | -4.7% | -2.2% | -2.5% | -5.3% |
| 1Y | +1.8% | -6.4% | +8.3% | +2.3% |
| 3Y | +31.7% | +75.1% | -43.4% | +12.0% |
| 5Y | +12.1% | +69.8% | -57.8% | -4.7% |
| 10Y | +341.9% | +219.8% | +122.1% | +223.0% |
| All | +8,421.6% | +2,432.7% | +5,988.8% | +4,186.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling