+30.7%
SPGI vs SN
+673.1%
-642.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -1.4% | +3.5% | -4.9% | -1.8% |
| 30D | +15.3% | +19.4% | -4.2% | +12.8% |
| 3M | +16.5% | +20.9% | -4.4% | +13.7% |
| 6M | +19.8% | +111.1% | -91.3% | +8.9% |
| YTD | -3.2% | +102.8% | -106.0% | -11.9% |
| 1Y | +1.8% | +146.2% | -144.4% | -9.6% |
| 3Y | +30.6% | +441.4% | -410.8% | +7.7% |
| All | +30.7% | +673.1% | -642.4% | +7.8% |
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