+282.6%
SPGI vs SU
+267.8%
+14.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | -8.9% | +1.7% | -10.6% | -9.2% |
| 30D | +0.6% | +9.6% | -9.0% | -1.2% |
| 3M | +2.0% | +11.7% | -9.8% | -0.5% |
| 6M | +0.1% | +21.9% | -21.8% | -4.5% |
| YTD | -16.4% | +58.6% | -75.1% | -24.6% |
| 1Y | -18.9% | +66.5% | -85.5% | -27.8% |
| 3Y | +13.8% | +121.4% | -107.7% | -6.0% |
| 5Y | +0.5% | +355.7% | -355.2% | -31.8% |
| All | +282.6% | +267.8% | +14.8% | +161.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling