+9.5%
SPGI vs STT
+145.1%
-135.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.7% | -1.6% |
| 7D | +0.1% | +0.5% | -0.3% | 0.0% |
| 30D | +8.4% | +3.9% | +4.6% | +6.8% |
| 3M | +11.8% | +20.0% | -8.1% | +4.4% |
| 6M | +5.7% | +55.3% | -49.6% | -10.5% |
| YTD | -9.7% | +53.3% | -63.0% | -23.2% |
| 1Y | -12.5% | +74.7% | -87.2% | -29.3% |
| 3Y | +21.8% | +205.8% | -184.0% | -20.6% |
| All | +9.5% | +145.1% | -135.6% | -29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling