+334.3%
SPGI vs SO
+184.0%
+150.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.2% |
| 7D | -0.9% | -1.1% | +0.2% | -0.4% |
| 30D | +15.5% | +8.6% | +6.9% | +11.8% |
| 3M | +15.7% | +1.8% | +13.9% | +14.7% |
| 6M | +19.1% | +3.6% | +15.4% | +17.2% |
| YTD | -4.1% | +9.9% | -14.0% | -8.4% |
| 1Y | +1.2% | +5.7% | -4.5% | -1.8% |
| 3Y | +31.6% | +52.5% | -20.9% | +7.8% |
| 5Y | +12.4% | +77.3% | -64.9% | -14.5% |
| 10Y | +334.3% | +186.8% | +147.5% | +201.1% |
| All | +334.3% | +184.0% | +150.3% | +201.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 10y: compounded portfolio wealth divided by compounded SO 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…
10y analysis · Full analysis span regression · 6 months rolling