+334.3%
SPGI vs Z
-11.7%
+346.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.8% | -3.1% | 0.0% |
| 7D | -0.9% | -5.2% | +4.3% | 0.0% |
| 30D | +15.5% | +5.7% | +9.8% | +14.0% |
| 3M | +15.7% | -8.7% | +24.4% | +16.9% |
| 6M | +19.1% | -26.0% | +45.0% | +24.5% |
| YTD | -4.1% | -55.0% | +51.0% | +8.9% |
| 1Y | +1.2% | -58.0% | +59.2% | +16.0% |
| 3Y | +31.6% | -15.2% | +46.8% | +29.9% |
| 5Y | +12.4% | -53.8% | +66.3% | +17.5% |
| 10Y | +334.3% | -14.5% | +348.8% | +266.9% |
| All | +334.3% | -11.7% | +346.0% | +266.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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