+11.7%
SPGI vs SO
+75.0%
-63.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.6% |
| 7D | +0.3% | -1.5% | +1.7% | +0.8% |
| 30D | +18.4% | +8.1% | +10.3% | +15.4% |
| 3M | +15.7% | +0.2% | +15.5% | +15.5% |
| 6M | +17.3% | +0.4% | +16.9% | +17.0% |
| YTD | -4.7% | +8.5% | -13.2% | -8.0% |
| 1Y | +1.8% | +4.9% | -3.1% | -0.5% |
| 3Y | +31.7% | +47.9% | -16.2% | +10.2% |
| All | +11.7% | +75.0% | -63.3% | -11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling