+3,881.2%
SPGI vs SRE
+1,436.4%
+2,444.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.4% |
| 7D | -0.9% | -8.4% | +7.5% | +2.8% |
| 30D | +15.5% | -3.2% | +18.7% | +17.0% |
| 3M | +15.7% | -5.3% | +21.0% | +18.0% |
| 6M | +19.1% | -12.6% | +31.7% | +25.3% |
| YTD | -4.1% | -8.8% | +4.7% | -1.5% |
| 1Y | +1.2% | -13.4% | +14.6% | +6.1% |
| 3Y | +31.6% | +24.4% | +7.2% | +14.9% |
| 5Y | +12.4% | +47.3% | -34.9% | -9.5% |
| 10Y | +334.3% | +116.7% | +217.6% | +183.2% |
| All | +3,881.2% | +1,436.4% | +2,444.8% | +1,288.4% |
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