+336.1%
SPGI vs USB
+93.8%
+242.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -1.1% |
| 7D | +2.6% | -1.5% | +4.0% | +3.1% |
| 30D | +19.3% | +4.3% | +15.0% | +17.4% |
| 3M | +15.5% | -6.1% | +21.5% | +18.1% |
| 6M | +18.3% | +9.4% | +8.9% | +14.2% |
| YTD | -3.8% | +15.2% | -19.0% | -9.4% |
| 1Y | +1.3% | +32.8% | -31.4% | -9.6% |
| 3Y | +33.6% | +91.3% | -57.7% | +1.3% |
| 5Y | +13.2% | +22.7% | -9.5% | -0.4% |
| All | +336.1% | +93.8% | +242.3% | +212.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling