+0.4%
SPGI vs SMR
-81.8%
+82.2%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.3% | +4.4% | +1.1% |
| 7D | +1.2% | -8.3% | +9.5% | +1.2% |
| 30D | +15.9% | -20.1% | +36.0% | +15.9% |
| 3M | +12.3% | -52.7% | +65.0% | +12.1% |
| 6M | +23.7% | -61.0% | +84.7% | +24.0% |
| YTD | -3.5% | -67.1% | +63.6% | -2.7% |
| 1Y | +0.4% | -79.9% | +80.3% | +1.2% |
| All | +0.4% | -81.8% | +82.2% | +1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling