+20.8%
SPGI vs SMR
+11.2%
+9.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +15.3% | -18.5% | -3.5% |
| 7D | -2.5% | +21.4% | -23.9% | -2.9% |
| 30D | +5.4% | +13.8% | -8.4% | +5.0% |
| 3M | +9.0% | +3.9% | +5.1% | +8.7% |
| 6M | +0.8% | -4.2% | +5.0% | +0.3% |
| YTD | -12.6% | -21.1% | +8.5% | -12.7% |
| 1Y | -16.1% | -67.1% | +50.9% | -14.7% |
| 3Y | +19.0% | +88.9% | -69.9% | +9.4% |
| All | +20.8% | +11.2% | +9.5% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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