+71.6%
SPGI vs SITM
+4,532.8%
-4,461.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.1% | -4.0% | -2.1% |
| 7D | -8.9% | +4.8% | -13.8% | -9.4% |
| 30D | +0.6% | -9.7% | +10.4% | +1.4% |
| 3M | +2.0% | -9.3% | +11.3% | +1.3% |
| 6M | +0.1% | +69.5% | -69.4% | -9.5% |
| YTD | -16.4% | +70.5% | -86.9% | -25.2% |
| 1Y | -18.9% | +145.3% | -164.2% | -31.9% |
| 3Y | +13.8% | +432.8% | -419.0% | -20.9% |
| 5Y | +0.5% | +174.0% | -173.5% | -29.6% |
| All | +71.6% | +4,532.8% | -4,461.2% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SITM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling