+9.5%
SPGI vs SE
-68.6%
+78.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.5% |
| 7D | +0.1% | -6.1% | +6.2% | +0.9% |
| 30D | +8.4% | -2.5% | +10.9% | +8.5% |
| 3M | +11.8% | +21.7% | -9.9% | +8.8% |
| 6M | +5.7% | +27.0% | -21.3% | +2.0% |
| YTD | -9.7% | -12.1% | +2.5% | -9.3% |
| 1Y | -12.5% | -40.9% | +28.5% | -8.1% |
| 3Y | +21.8% | +191.0% | -169.2% | +3.1% |
| All | +9.5% | -68.6% | +78.1% | +11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling