+29.9%
SPGI vs SITM
+318.4%
-288.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.5% | +6.6% | +1.2% |
| 7D | +1.2% | +6.6% | -5.4% | +1.1% |
| 30D | +15.9% | -15.3% | +31.2% | +16.1% |
| 3M | +12.3% | -35.4% | +47.7% | +13.0% |
| 6M | +23.7% | -46.8% | +70.5% | +25.3% |
| YTD | -3.5% | +25.9% | -29.4% | -7.9% |
| 1Y | +0.4% | +54.0% | -53.6% | -5.5% |
| 3Y | +29.9% | +315.6% | -285.7% | +9.4% |
| All | +29.9% | +318.4% | -288.5% | +9.4% |
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