+334.0%
SPGI vs SRE
+117.6%
+216.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | +1.6% | -8.2% | +9.8% | +4.9% |
| 30D | +16.1% | -3.6% | +19.7% | +17.7% |
| 3M | +15.5% | -6.3% | +21.7% | +18.1% |
| 6M | +19.6% | -13.0% | +32.7% | +25.6% |
| YTD | -3.6% | -9.2% | +5.6% | -1.1% |
| 1Y | +2.2% | -13.1% | +15.3% | +6.7% |
| 3Y | +30.1% | +22.4% | +7.7% | +14.0% |
| 5Y | +14.9% | +47.1% | -32.2% | -7.3% |
| 10Y | +334.0% | +121.0% | +213.0% | +217.6% |
| All | +334.0% | +117.6% | +216.4% | +217.6% |
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