+30.2%
SPGI vs SN
+671.7%
-641.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.6% |
| 7D | +1.6% | +7.6% | -6.0% | +0.7% |
| 30D | +16.1% | +22.4% | -6.4% | +13.2% |
| 3M | +15.5% | +21.7% | -6.2% | +12.5% |
| 6M | +19.6% | +102.8% | -83.2% | +9.2% |
| YTD | -3.6% | +102.4% | -106.0% | -12.2% |
| 1Y | +2.2% | +139.0% | -136.8% | -8.9% |
| 3Y | +30.1% | +440.4% | -410.3% | +7.3% |
| All | +30.2% | +671.7% | -641.4% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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