+3,648.1%
SPGI vs SRE
+1,525.5%
+2,122.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -0.9% | -1.3% |
| 7D | +0.1% | -0.3% | +0.5% | +0.3% |
| 30D | +8.4% | -0.7% | +9.1% | +8.6% |
| 3M | +11.8% | -6.3% | +18.1% | +14.6% |
| 6M | +5.7% | -10.7% | +16.4% | +10.1% |
| YTD | -9.7% | -3.5% | -6.2% | -9.3% |
| 1Y | -12.5% | +5.3% | -17.8% | -15.6% |
| 3Y | +21.8% | +31.8% | -10.0% | +3.8% |
| 5Y | +8.2% | +47.4% | -39.2% | -12.8% |
| 10Y | +309.5% | +120.6% | +189.0% | +165.2% |
| All | +3,648.1% | +1,525.5% | +2,122.6% | +1,178.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling