+2.9%
SPGI vs SM
+70.4%
-67.5%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -15.3% | +18.7% | +2.8% |
| 7D | +7.2% | -21.5% | +28.7% | +6.4% |
| 30D | +23.2% | -11.4% | +34.6% | +22.6% |
| 3M | +17.0% | +0.6% | +16.4% | +16.7% |
| 6M | +20.4% | +0.2% | +20.2% | +19.9% |
| YTD | -1.9% | +69.7% | -71.6% | -4.3% |
| 1Y | +2.9% | +71.6% | -68.7% | -0.2% |
| All | +2.9% | +70.4% | -67.5% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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