+2.2%
SPGI vs SU
+360.6%
-358.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.2% | -2.8% |
| 7D | -3.1% | +1.6% | -4.7% | -3.3% |
| 30D | +2.0% | +10.7% | -8.7% | +0.7% |
| 3M | +4.3% | +13.5% | -9.2% | +2.5% |
| 6M | -0.2% | +21.8% | -22.1% | -3.3% |
| YTD | -14.8% | +58.8% | -73.6% | -20.8% |
| 1Y | -18.5% | +72.0% | -90.6% | -25.3% |
| 3Y | +16.0% | +121.7% | -105.8% | +0.9% |
| 5Y | +2.2% | +350.4% | -348.2% | -18.3% |
| All | +2.2% | +360.6% | -358.4% | -18.3% |
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