+11,569.7%
SPGI vs SPY
+3,091.8%
+8,477.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.2% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | +8.4% | +0.1% | +8.4% | +8.4% |
| 3M | +11.8% | +2.0% | +9.8% | +9.3% |
| 6M | +5.7% | +13.0% | -7.3% | -6.4% |
| YTD | -9.7% | +13.5% | -23.2% | -20.3% |
| 1Y | -12.5% | +20.0% | -32.4% | -26.9% |
| 3Y | +21.8% | +77.2% | -55.4% | -30.2% |
| 5Y | +8.2% | +81.9% | -73.7% | -39.5% |
| 10Y | +309.5% | +314.1% | -4.5% | +8.8% |
| All | +11,569.7% | +3,091.8% | +8,477.9% | +640.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling