+231.4%
SPGI vs SE
+366.0%
-134.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | +0.3% | +2.0% | -1.7% | 0.0% |
| 30D | +18.4% | -20.0% | +38.4% | +21.8% |
| 3M | +15.7% | -31.8% | +47.5% | +21.3% |
| 6M | +17.3% | -15.9% | +33.1% | +19.0% |
| YTD | -4.7% | -40.6% | +35.9% | +0.7% |
| 1Y | +1.8% | -50.7% | +52.5% | +10.2% |
| 3Y | +31.7% | +70.3% | -38.6% | +16.4% |
| 5Y | +12.1% | -78.8% | +90.9% | +24.7% |
| All | +231.4% | +366.0% | -134.6% | +110.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling