+19.0%
SPGI vs SITM
+409.8%
-390.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.1% | -1.1% | -3.1% |
| 7D | -2.5% | +8.4% | -10.8% | -2.7% |
| 30D | +5.4% | -17.4% | +22.8% | +6.0% |
| 3M | +9.0% | -9.8% | +18.9% | +8.8% |
| 6M | +0.8% | +83.0% | -82.2% | -4.9% |
| YTD | -12.6% | +69.6% | -82.1% | -17.5% |
| 1Y | -16.1% | +144.9% | -161.0% | -24.0% |
| 3Y | +19.0% | +429.9% | -410.9% | -6.4% |
| All | +19.0% | +409.8% | -390.8% | -6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling