+13.7%
SPGI vs SU
+230.1%
-216.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +1.0% |
| 7D | +1.2% | +1.7% | -0.5% | +1.0% |
| 30D | +15.9% | -7.9% | +23.8% | +16.9% |
| 3M | +12.3% | +7.5% | +4.8% | +11.0% |
| 6M | +23.7% | +7.2% | +16.5% | +22.1% |
| YTD | -3.5% | +60.9% | -64.5% | -11.0% |
| 1Y | +0.4% | +63.6% | -63.2% | -7.6% |
| 3Y | +29.9% | +128.9% | -99.0% | +11.7% |
| All | +13.7% | +230.1% | -216.4% | -8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling