+331.8%
SPGI vs SM
+8.2%
+323.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.0% |
| 7D | +0.3% | -25.9% | +26.2% | +2.3% |
| 30D | +18.4% | -15.1% | +33.5% | +19.5% |
| 3M | +15.7% | +4.9% | +10.8% | +14.8% |
| 6M | +17.3% | +6.1% | +11.1% | +15.9% |
| YTD | -4.7% | +63.4% | -68.2% | -9.3% |
| 1Y | +1.8% | +72.5% | -70.7% | -3.5% |
| 3Y | +31.7% | -16.9% | +48.6% | +29.8% |
| 5Y | +12.1% | -10.6% | +22.7% | +7.8% |
| All | +331.8% | +8.2% | +323.6% | +224.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling