+2.9%
SPGI vs SE
-48.0%
+50.9%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.5% | -1.1% | +3.0% |
| 7D | +7.2% | +6.7% | +0.5% | +6.7% |
| 30D | +23.2% | -17.2% | +40.4% | +24.8% |
| 3M | +17.0% | -28.0% | +45.1% | +19.5% |
| 6M | +20.4% | -6.1% | +26.5% | +20.4% |
| YTD | -1.9% | -37.1% | +35.2% | -1.2% |
| 1Y | +2.9% | -48.8% | +51.7% | +1.9% |
| All | +2.9% | -48.0% | +50.9% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 1y: compounded portfolio wealth divided by compounded SE 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…
1y analysis · Full analysis span regression · 6 months rolling