+24.8%
SPGI vs SMR
-3.5%
+28.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.6% |
| 7D | +0.1% | +4.4% | -4.3% | 0.0% |
| 30D | +8.4% | +3.4% | +5.0% | +8.3% |
| 3M | +11.8% | -19.2% | +31.0% | +12.2% |
| 6M | +5.7% | -22.6% | +28.4% | +5.8% |
| YTD | -9.7% | -31.5% | +21.9% | -9.4% |
| 1Y | -12.5% | -73.1% | +60.6% | -10.5% |
| 3Y | +21.8% | +55.0% | -33.1% | +13.0% |
| All | +24.8% | -3.5% | +28.2% | +23.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling