+295.5%
SPGI vs SM
+12.3%
+283.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.6% | -6.8% | -3.5% |
| 7D | -2.5% | -0.2% | -2.3% | -2.5% |
| 30D | +5.4% | +31.5% | -26.1% | +3.2% |
| 3M | +9.0% | +17.3% | -8.3% | +7.4% |
| 6M | +0.8% | +48.5% | -47.7% | -2.8% |
| YTD | -12.6% | +106.3% | -118.8% | -17.9% |
| 1Y | -16.1% | +47.3% | -63.4% | -19.4% |
| 3Y | +19.0% | -1.4% | +20.4% | +16.1% |
| 5Y | +5.1% | +114.0% | -109.0% | -4.7% |
| 10Y | +295.5% | +12.5% | +283.0% | +197.4% |
| All | +295.5% | +12.3% | +283.1% | +197.4% |
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