+31.7%
SPGI vs STT
+165.4%
-133.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | +0.3% | -2.5% | +2.7% | +1.2% |
| 30D | +18.4% | -5.0% | +23.3% | +20.4% |
| 3M | +15.7% | -10.5% | +26.2% | +20.1% |
| 6M | +17.3% | +10.0% | +7.3% | +12.1% |
| YTD | -4.7% | +30.7% | -35.4% | -15.3% |
| 1Y | +1.8% | +43.8% | -42.0% | -13.0% |
| 3Y | +31.7% | +168.1% | -136.4% | -12.7% |
| All | +31.7% | +165.4% | -133.7% | -12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling