+95.9%
SPGI vs SITM
+3,519.6%
-3,423.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | -0.8% | +32.5% | -33.4% | -3.8% |
| 30D | +14.3% | -18.8% | +33.1% | +16.0% |
| 3M | +14.5% | -30.9% | +45.4% | +17.4% |
| 6M | +17.3% | -44.5% | +61.7% | +21.5% |
| YTD | -4.6% | +33.2% | -37.8% | -13.3% |
| 1Y | +0.8% | +53.8% | -53.1% | -10.5% |
| 3Y | +28.8% | +335.7% | -306.9% | -9.6% |
| 5Y | +14.0% | +84.6% | -70.7% | -16.3% |
| All | +95.9% | +3,519.6% | -3,423.7% | -20.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling