+240.0%
SPOT vs SPGI
+17.8%
+222.2%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.2% | +0.7% | -1.4% |
| 7D | -2.9% | -2.5% | -0.4% | -2.0% |
| 30D | +8.3% | +5.4% | +2.9% | +6.3% |
| 3M | +5.1% | +9.0% | -4.0% | +1.5% |
| 6M | -6.5% | +0.8% | -7.2% | -7.4% |
| YTD | -9.0% | -12.6% | +3.6% | -4.6% |
| 1Y | -26.4% | -16.1% | -10.3% | -21.4% |
| 3Y | +240.0% | +19.0% | +221.0% | +225.6% |
| All | +240.0% | +17.8% | +222.2% | +225.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 SPGI 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