+2.2%
SPGI vs STT
+48.0%
-45.8%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | +1.6% | +1.1% | +0.5% | +1.3% |
| 30D | +16.1% | -1.9% | +18.0% | +16.5% |
| 3M | +15.5% | -7.6% | +23.0% | +17.4% |
| 6M | +19.6% | +16.0% | +3.7% | +13.5% |
| YTD | -3.6% | +36.2% | -39.8% | -13.6% |
| 1Y | +2.2% | +46.8% | -44.6% | -9.5% |
| All | +2.2% | +48.0% | -45.8% | -9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling