+334.3%
SPGI vs SPY
+315.0%
+19.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | -1.6% |
| 7D | -0.9% | +0.1% | -0.9% | -1.1% |
| 30D | +15.5% | -3.3% | +18.8% | +19.1% |
| 3M | +15.7% | -2.4% | +18.1% | +18.1% |
| 6M | +19.1% | +2.6% | +16.5% | +15.1% |
| YTD | -4.1% | +11.2% | -15.3% | -14.7% |
| 1Y | +1.2% | +13.4% | -12.2% | -11.9% |
| 3Y | +31.6% | +79.9% | -48.3% | -30.7% |
| 5Y | +12.4% | +72.2% | -59.7% | -37.8% |
| 10Y | +334.3% | +307.3% | +27.0% | -7.0% |
| All | +334.3% | +315.0% | +19.3% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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