+13.7%
SPGI vs TECH
-41.0%
+54.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | +1.2% | +0.1% | +1.1% | +1.2% |
| 30D | +15.9% | +0.5% | +15.4% | +15.8% |
| 3M | +12.3% | +1.1% | +11.2% | +12.0% |
| 6M | +23.7% | +62.8% | -39.1% | +8.8% |
| YTD | -3.5% | +24.5% | -28.0% | -10.4% |
| 1Y | +0.4% | +20.6% | -20.2% | -6.0% |
| 3Y | +29.9% | +29.5% | +0.4% | +10.8% |
| All | +13.7% | -41.0% | +54.7% | +28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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