+9.5%
SPGI vs SM
+107.8%
-98.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -1.3% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | +8.4% | +26.3% | -17.9% | +6.0% |
| 3M | +11.8% | +8.7% | +3.2% | +10.5% |
| 6M | +5.7% | +51.7% | -46.0% | +0.4% |
| YTD | -9.7% | +99.0% | -108.7% | -16.9% |
| 1Y | -12.5% | +34.6% | -47.0% | -16.1% |
| 3Y | +21.8% | -7.8% | +29.6% | +18.3% |
| All | +9.5% | +107.8% | -98.4% | -1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling