+5.1%
SPGI vs SRE
+51.2%
-46.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.7% | -4.9% | -3.8% |
| 7D | -2.5% | +1.4% | -3.9% | -2.9% |
| 30D | +5.4% | +1.9% | +3.5% | +4.7% |
| 3M | +9.0% | -3.3% | +12.3% | +9.9% |
| 6M | +0.8% | -6.4% | +7.2% | +2.4% |
| YTD | -12.6% | -1.8% | -10.7% | -12.9% |
| 1Y | -16.1% | +10.7% | -26.9% | -20.4% |
| 3Y | +19.0% | +31.8% | -12.8% | +0.3% |
| 5Y | +5.1% | +49.2% | -44.1% | -14.7% |
| All | +5.1% | +51.2% | -46.1% | -14.7% |
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 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