+13,399.1%
SPGI vs SU
+60,758.6%
-47,359.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -4.0% | -3.2% |
| 7D | -2.5% | -1.0% | -1.5% | -2.5% |
| 30D | +5.4% | +13.7% | -8.3% | +5.4% |
| 3M | +9.0% | +8.0% | +1.0% | +9.0% |
| 6M | +0.8% | +21.0% | -20.2% | +0.8% |
| YTD | -12.6% | +56.2% | -68.8% | -12.6% |
| 1Y | -16.1% | +72.2% | -88.3% | -16.2% |
| 3Y | +19.0% | +118.1% | -99.1% | +18.9% |
| 5Y | +5.1% | +350.3% | -345.3% | +4.9% |
| 10Y | +295.5% | +248.5% | +47.0% | +294.9% |
| All | +13,399.1% | +60,758.6% | -47,359.4% | +13,362.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling