+295.5%
SPGI vs SPY
+311.3%
-15.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -2.7% |
| 7D | -2.5% | +0.5% | -3.0% | -3.0% |
| 30D | +5.4% | -0.9% | +6.4% | +6.4% |
| 3M | +9.0% | +3.9% | +5.2% | +4.6% |
| 6M | +0.8% | +14.5% | -13.7% | -12.8% |
| YTD | -12.6% | +12.9% | -25.5% | -23.2% |
| 1Y | -16.1% | +19.4% | -35.5% | -30.7% |
| 3Y | +19.0% | +78.5% | -59.5% | -36.5% |
| 5Y | +5.1% | +81.8% | -76.7% | -45.1% |
| 10Y | +295.5% | +311.5% | -16.1% | -15.9% |
| All | +295.5% | +311.3% | -15.9% | -15.9% |
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