+14.8%
SPGI vs USB
+23.7%
-8.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.9% | +1.5% | +2.8% |
| 7D | +7.2% | +2.4% | +4.8% | +6.4% |
| 30D | +23.2% | +6.6% | +16.7% | +20.8% |
| 3M | +17.0% | -4.1% | +21.1% | +18.5% |
| 6M | +20.4% | +12.5% | +7.9% | +15.9% |
| YTD | -1.9% | +17.6% | -19.5% | -7.3% |
| 1Y | +2.9% | +36.5% | -33.6% | -7.4% |
| 3Y | +36.2% | +95.4% | -59.2% | +7.5% |
| 5Y | +14.8% | +26.1% | -11.4% | +2.1% |
| All | +14.8% | +23.7% | -8.9% | +2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling