+334.3%
SPGI vs STT
+211.9%
+122.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.5% | -0.5% |
| 7D | -0.9% | +0.9% | -1.8% | -1.2% |
| 30D | +15.5% | -2.3% | +17.8% | +16.4% |
| 3M | +15.7% | -7.0% | +22.7% | +18.5% |
| 6M | +19.1% | +15.5% | +3.6% | +12.1% |
| YTD | -4.1% | +35.6% | -39.7% | -15.4% |
| 1Y | +1.2% | +47.9% | -46.7% | -13.7% |
| 3Y | +31.6% | +181.1% | -149.5% | -13.4% |
| 5Y | +12.4% | +108.2% | -95.7% | -20.0% |
| 10Y | +334.3% | +201.0% | +133.3% | +155.5% |
| All | +334.3% | +211.9% | +122.4% | +155.5% |
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