+28.7%
SPGI vs SN
+659.6%
-630.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.7% | -3.7% | -1.3% |
| 7D | +0.3% | +7.2% | -6.9% | -0.6% |
| 30D | +18.4% | +20.4% | -2.0% | +15.7% |
| 3M | +15.7% | +23.9% | -8.2% | +12.5% |
| 6M | +17.3% | +93.0% | -75.8% | +7.7% |
| YTD | -4.7% | +99.2% | -104.0% | -13.1% |
| 1Y | +1.8% | +142.6% | -140.8% | -9.5% |
| 3Y | +31.7% | +398.8% | -367.1% | +9.2% |
| All | +28.7% | +659.6% | -630.9% | +6.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling