+1.6%
SPOT vs SPGI
+6.1%
-4.6%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -2.4% |
| 7D | -0.9% | +0.1% | -1.1% | -1.0% |
| 30D | +12.5% | +8.4% | +4.1% | +8.1% |
| 3M | +9.9% | +11.8% | -1.9% | +2.1% |
| 6M | +1.6% | +5.7% | -4.1% | -1.8% |
| All | +1.6% | +6.1% | -4.6% | -1.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling