+29.9%
SPGI vs Z
-18.1%
+48.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.5% | -2.4% | +0.4% |
| 7D | +1.2% | +0.8% | +0.4% | +1.0% |
| 30D | +15.9% | +5.2% | +10.7% | +14.2% |
| 3M | +12.3% | -17.0% | +29.3% | +15.9% |
| 6M | +23.7% | -22.7% | +46.4% | +28.7% |
| YTD | -3.5% | -56.3% | +52.8% | +11.0% |
| 1Y | +0.4% | -57.7% | +58.1% | +16.0% |
| 3Y | +29.9% | -16.5% | +46.4% | +37.5% |
| All | +29.9% | -18.1% | +48.0% | +37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling