+416.2%
SPGI vs Z
+25.1%
+391.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.6% | -1.2% |
| 7D | +0.1% | -3.0% | +3.1% | +0.7% |
| 30D | +8.4% | -4.2% | +12.6% | +9.1% |
| 3M | +11.8% | -3.7% | +15.5% | +12.2% |
| 6M | +5.7% | -24.5% | +30.2% | +10.4% |
| YTD | -9.7% | -49.3% | +39.6% | +0.9% |
| 1Y | -12.5% | -58.7% | +46.2% | +1.0% |
| 3Y | +21.8% | -34.1% | +56.0% | +25.8% |
| 5Y | +8.2% | -64.5% | +72.7% | +17.2% |
| 10Y | +309.5% | -0.5% | +310.0% | +225.7% |
| All | +416.2% | +25.1% | +391.1% | +274.5% |
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 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