+338.6%
SPGI vs STT
+198.7%
+139.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | -0.8% | +5.1% | -6.0% | -2.7% |
| 30D | +14.3% | -0.2% | +14.5% | +14.2% |
| 3M | +14.5% | -8.1% | +22.6% | +17.9% |
| 6M | +17.3% | +16.6% | +0.6% | +10.0% |
| YTD | -4.6% | +37.8% | -42.4% | -16.4% |
| 1Y | +0.8% | +46.8% | -46.1% | -13.9% |
| 3Y | +28.8% | +181.2% | -152.4% | -15.4% |
| 5Y | +14.0% | +105.1% | -91.2% | -18.5% |
| All | +338.6% | +198.7% | +139.9% | +154.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling