+31.6%
SPGI vs SMR
+151.9%
-120.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.1% | -6.4% | +0.6% |
| 7D | -0.9% | +1.7% | -2.5% | -0.9% |
| 30D | +15.5% | -24.4% | +40.0% | +15.9% |
| 3M | +15.7% | -44.6% | +60.3% | +16.5% |
| 6M | +19.1% | -56.7% | +75.7% | +20.2% |
| YTD | -4.1% | -61.6% | +57.6% | -3.2% |
| 1Y | +1.2% | -82.1% | +83.3% | +3.4% |
| 3Y | +31.6% | +161.5% | -130.0% | +26.8% |
| All | +31.6% | +151.9% | -120.3% | +26.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling