+2,135.3%
SPGI vs SNY
+241.9%
+1,893.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | 0.0% |
| 7D | -7.4% | -3.3% | -4.1% | -6.1% |
| 30D | +0.4% | -2.2% | +2.5% | +1.3% |
| 3M | +5.3% | -3.0% | +8.3% | +6.4% |
| 6M | +1.7% | +2.7% | -1.1% | +0.1% |
| YTD | -16.4% | -6.8% | -9.5% | -14.6% |
| 1Y | -20.5% | -5.3% | -15.2% | -19.8% |
| 3Y | +14.2% | -9.8% | +24.0% | +13.4% |
| 5Y | +0.6% | +9.7% | -9.1% | -11.2% |
| 10Y | +289.2% | +64.5% | +224.7% | +177.8% |
| All | +2,135.3% | +241.9% | +1,893.4% | +934.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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