+444.5%
SPGI vs Z
+6.9%
+437.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.5% | -0.5% |
| 7D | +0.3% | -4.6% | +4.8% | +1.0% |
| 30D | +18.4% | +8.3% | +10.1% | +16.3% |
| 3M | +15.7% | -11.6% | +27.3% | +17.6% |
| 6M | +17.3% | -33.6% | +50.9% | +25.1% |
| YTD | -4.7% | -56.7% | +52.0% | +9.0% |
| 1Y | +1.8% | -59.1% | +60.9% | +17.5% |
| 3Y | +31.7% | -20.4% | +52.1% | +31.3% |
| 5Y | +12.1% | -55.3% | +67.3% | +17.9% |
| 10Y | +341.9% | -14.2% | +356.2% | +259.8% |
| All | +444.5% | +6.9% | +437.6% | +304.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling