+13.7%
SPGI vs SM
+5.5%
+8.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +1.2% | +9.4% | -8.2% | +0.4% |
| 30D | +15.9% | -14.4% | +30.3% | +17.2% |
| 3M | +12.3% | +1.6% | +10.7% | +11.5% |
| 6M | +23.7% | +6.3% | +17.3% | +21.6% |
| YTD | -3.5% | +78.8% | -82.3% | -11.2% |
| 1Y | +0.4% | +83.1% | -82.7% | -7.9% |
| 3Y | +29.9% | -5.9% | +35.8% | +24.8% |
| All | +13.7% | +5.5% | +8.2% | +5.1% |
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