+28.9%
SPGI vs SN
+650.0%
-621.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.6% | -1.0% |
| 7D | -0.8% | +1.4% | -2.2% | -1.0% |
| 30D | +14.3% | +16.6% | -2.3% | +12.1% |
| 3M | +14.5% | +18.3% | -3.8% | +12.0% |
| 6M | +17.3% | +103.1% | -85.8% | +7.1% |
| YTD | -4.6% | +96.7% | -101.3% | -12.8% |
| 1Y | +0.8% | +134.3% | -133.6% | -10.0% |
| 3Y | +28.8% | +425.2% | -396.4% | +6.6% |
| All | +28.9% | +650.0% | -621.1% | +6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling