+13.9%
SPGI vs SUNB
+15.8%
-1.9%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | +0.5% |
| 7D | -1.4% | +3.2% | -4.6% | -1.1% |
| 30D | +15.3% | +10.3% | +5.0% | +16.2% |
| 3M | +16.5% | +3.9% | +12.7% | +17.4% |
| 6M | +19.8% | +17.5% | +2.3% | +22.4% |
| All | +13.9% | +15.8% | -1.9% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SUNB.
Daily Out/Under-Performance
Portfolio return minus SUNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUNB 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 3y: compounded portfolio wealth divided by compounded SUNB 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…
3y analysis · Full analysis span regression · 6 months rolling