+22.0%
SPGI vs SN
+490.7%
-468.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.5% | -1.4% |
| 7D | +0.1% | -9.3% | +9.5% | +1.2% |
| 30D | +8.4% | -4.8% | +13.2% | +8.9% |
| 3M | +11.8% | +40.4% | -28.6% | +6.9% |
| 6M | +5.7% | +50.9% | -45.2% | -0.1% |
| YTD | -9.7% | +54.9% | -64.6% | -15.0% |
| 1Y | -12.5% | +43.0% | -55.5% | -16.9% |
| 3Y | +21.8% | +391.8% | -370.0% | +3.4% |
| All | +22.0% | +490.7% | -468.7% | +4.0% |
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