+12,208.8%
SPGI vs SPY
+2,954.7%
+9,254.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.3% |
| 7D | +0.3% | -2.7% | +3.0% | +2.8% |
| 30D | +18.4% | -5.4% | +23.8% | +24.4% |
| 3M | +15.7% | -4.1% | +19.8% | +20.0% |
| 6M | +17.3% | +0.7% | +16.6% | +15.6% |
| YTD | -4.7% | +8.7% | -13.4% | -12.6% |
| 1Y | +1.8% | +10.9% | -9.1% | -8.6% |
| 3Y | +31.7% | +75.0% | -43.3% | -24.0% |
| 5Y | +12.1% | +67.8% | -55.7% | -32.6% |
| 10Y | +341.9% | +312.9% | +29.1% | +17.5% |
| All | +12,208.8% | +2,954.7% | +9,254.1% | +711.3% |
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