+13,845.6%
SPGI vs USB
+8,537.0%
+5,308.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | +0.1% | +1.4% | -1.3% | -0.3% |
| 30D | +8.4% | -1.3% | +9.7% | +8.8% |
| 3M | +11.8% | +15.2% | -3.4% | +6.6% |
| 6M | +5.7% | +18.8% | -13.1% | -0.4% |
| YTD | -9.7% | +21.0% | -30.7% | -15.6% |
| 1Y | -12.5% | +34.0% | -46.5% | -21.0% |
| 3Y | +21.8% | +95.3% | -73.5% | -4.6% |
| 5Y | +8.2% | +40.4% | -32.2% | -8.1% |
| 10Y | +309.5% | +107.3% | +202.2% | +194.1% |
| All | +13,845.6% | +8,537.0% | +5,308.7% | +5,357.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling