+296.4%
SPGI vs SRE
+118.9%
+177.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.0% | -2.3% |
| 7D | -3.1% | +1.5% | -4.5% | -3.6% |
| 30D | +2.0% | +0.8% | +1.2% | +1.6% |
| 3M | +4.3% | -5.8% | +10.1% | +6.4% |
| 6M | -0.2% | -7.8% | +7.6% | +2.3% |
| YTD | -14.8% | -2.4% | -12.4% | -14.9% |
| 1Y | -18.5% | +8.9% | -27.4% | -22.4% |
| 3Y | +16.0% | +31.1% | -15.1% | -0.9% |
| 5Y | +2.2% | +48.6% | -46.4% | -17.6% |
| 10Y | +296.4% | +126.1% | +170.3% | +178.7% |
| All | +296.4% | +118.9% | +177.5% | +178.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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