+264.0%
SPOT vs SPGI
+169.9%
+94.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -2.3% |
| 7D | -0.9% | +0.1% | -1.1% | -1.1% |
| 30D | +12.5% | +8.4% | +4.1% | +7.7% |
| 3M | +9.9% | +11.8% | -1.9% | +2.8% |
| 6M | +1.6% | +5.7% | -4.1% | -2.1% |
| YTD | -6.6% | -9.7% | +3.1% | -3.0% |
| 1Y | -22.9% | -12.5% | -10.5% | -19.2% |
| 3Y | +244.3% | +21.8% | +222.4% | +193.0% |
| 5Y | +117.8% | +8.2% | +109.6% | +94.4% |
| All | +264.0% | +169.9% | +94.1% | +83.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling