+307.3%
SPY vs SPGI
+335.6%
-28.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +2.0% |
| 7D | +0.1% | -0.9% | +0.9% | +0.5% |
| 30D | -3.3% | +15.5% | -18.8% | -9.7% |
| 3M | -2.4% | +15.7% | -18.1% | -9.2% |
| 6M | +2.6% | +19.1% | -16.5% | -6.8% |
| YTD | +11.2% | -4.1% | +15.3% | +11.0% |
| 1Y | +13.4% | +1.2% | +12.2% | +9.9% |
| 3Y | +79.9% | +31.6% | +48.3% | +49.8% |
| 5Y | +72.2% | +12.4% | +59.7% | +52.6% |
| 10Y | +307.3% | +334.3% | -27.0% | +94.8% |
| All | +307.3% | +335.6% | -28.3% | +94.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling