+111.7%
SPOT vs SPGI
+5.8%
+105.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.2% | +0.7% | -0.7% |
| 7D | -2.9% | -2.5% | -0.4% | -1.5% |
| 30D | +8.3% | +5.4% | +2.9% | +5.0% |
| 3M | +5.1% | +9.0% | -4.0% | -1.0% |
| 6M | -6.5% | +0.8% | -7.2% | -7.7% |
| YTD | -9.0% | -12.6% | +3.6% | -2.8% |
| 1Y | -26.4% | -16.1% | -10.3% | -19.8% |
| 3Y | +240.0% | +19.0% | +221.0% | +175.3% |
| 5Y | +111.7% | +5.1% | +106.7% | +73.6% |
| All | +111.7% | +5.8% | +105.9% | +73.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling