+31.6%
SPGI vs SRE
+22.3%
+9.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.5% |
| 7D | -0.9% | -8.4% | +7.5% | +1.0% |
| 30D | +15.5% | -3.2% | +18.7% | +16.3% |
| 3M | +15.7% | -5.3% | +21.0% | +16.9% |
| 6M | +19.1% | -12.6% | +31.7% | +22.2% |
| YTD | -4.1% | -8.8% | +4.7% | -2.9% |
| 1Y | +1.2% | -13.4% | +14.6% | +3.9% |
| 3Y | +31.6% | +24.4% | +7.2% | +17.9% |
| All | +31.6% | +22.3% | +9.2% | +17.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling