+12.4%
SPGI vs SRE
+47.0%
-34.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.5% |
| 7D | -0.9% | -8.4% | +7.5% | +1.9% |
| 30D | +15.5% | -3.2% | +18.7% | +16.7% |
| 3M | +15.7% | -5.3% | +21.0% | +17.5% |
| 6M | +19.1% | -12.6% | +31.7% | +23.9% |
| YTD | -4.1% | -8.8% | +4.7% | -2.2% |
| 1Y | +1.2% | -13.4% | +14.6% | +5.2% |
| 3Y | +31.6% | +24.4% | +7.2% | +12.0% |
| 5Y | +12.4% | +47.3% | -34.9% | -11.2% |
| All | +12.4% | +47.0% | -34.6% | -11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling