-18.5%
SPGI vs SITM
+140.0%
-158.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.0% | -2.6% |
| 7D | -3.1% | +3.7% | -6.8% | -2.9% |
| 30D | +2.0% | -14.5% | +16.5% | +1.2% |
| 3M | +4.3% | -10.6% | +14.9% | +4.1% |
| 6M | -0.2% | +65.5% | -65.8% | +0.7% |
| YTD | -14.8% | +67.0% | -81.8% | -13.6% |
| 1Y | -18.5% | +138.6% | -157.2% | -14.0% |
| All | -18.5% | +140.0% | -158.6% | -14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling