-12.5%
SPGI vs SU
+70.8%
-83.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.2% | -1.7% |
| 7D | +0.1% | +2.9% | -2.8% | +0.6% |
| 30D | +8.4% | +7.2% | +1.2% | +9.5% |
| 3M | +11.8% | +2.8% | +9.0% | +12.1% |
| 6M | +5.7% | +18.2% | -12.5% | +8.9% |
| YTD | -9.7% | +54.0% | -63.6% | -3.9% |
| 1Y | -12.5% | +70.1% | -82.6% | -5.4% |
| All | -12.5% | +70.8% | -83.2% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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