+7,979.1%
SPGI vs SAP
+2,233.8%
+5,745.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.3% |
| 7D | +0.1% | -2.9% | +3.0% | +0.9% |
| 30D | +8.4% | +9.0% | -0.6% | +6.0% |
| 3M | +11.8% | +14.9% | -3.1% | +7.6% |
| 6M | +5.7% | +11.9% | -6.2% | +2.1% |
| YTD | -9.7% | -9.9% | +0.2% | -8.3% |
| 1Y | -12.5% | -19.5% | +7.1% | -8.8% |
| 3Y | +21.8% | +61.8% | -40.0% | +5.7% |
| 5Y | +8.2% | +56.2% | -48.0% | -6.1% |
| 10Y | +309.5% | +180.6% | +128.9% | +208.8% |
| All | +7,979.1% | +2,233.8% | +5,745.3% | +4,050.0% |
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