+13,845.6%
SPGI vs SO
+5,976.4%
+7,869.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.8% | -1.3% |
| 7D | +0.1% | -0.2% | +0.3% | +0.2% |
| 30D | +8.4% | -4.6% | +13.0% | +10.3% |
| 3M | +11.8% | -3.0% | +14.9% | +13.1% |
| 6M | +5.7% | -8.3% | +14.0% | +8.9% |
| YTD | -9.7% | +3.5% | -13.2% | -11.4% |
| 1Y | -12.5% | -0.9% | -11.5% | -12.8% |
| 3Y | +21.8% | +45.4% | -23.5% | +3.6% |
| 5Y | +8.2% | +59.6% | -51.4% | -11.9% |
| 10Y | +309.5% | +156.6% | +152.9% | +172.8% |
| All | +13,845.6% | +5,976.4% | +7,869.3% | +4,436.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling