-12.5%
SPGI vs USB
+35.1%
-47.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | +0.1% | +1.4% | -1.3% | -0.2% |
| 30D | +8.4% | -1.3% | +9.7% | +8.7% |
| 3M | +11.8% | +15.2% | -3.4% | +8.4% |
| 6M | +5.7% | +18.8% | -13.1% | +1.6% |
| YTD | -9.7% | +21.0% | -30.7% | -14.4% |
| 1Y | -12.5% | +34.0% | -46.5% | -20.5% |
| All | -12.5% | +35.1% | -47.6% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 1y: compounded portfolio wealth divided by compounded USB 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…
1y analysis · Full analysis span regression · 6 months rolling