+77.7%
SPY vs SPGI
+30.0%
+47.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.4% | -0.6% |
| 7D | +2.6% | +1.2% | +1.4% | +2.3% |
| 30D | -2.0% | +15.9% | -17.9% | -5.7% |
| 3M | -2.8% | +12.3% | -15.1% | -5.8% |
| 6M | +2.1% | +23.7% | -21.6% | -4.5% |
| YTD | +11.5% | -3.5% | +15.0% | +13.5% |
| 1Y | +13.5% | +0.4% | +13.0% | +13.3% |
| 3Y | +77.7% | +29.9% | +47.8% | +54.7% |
| All | +77.7% | +30.0% | +47.7% | +54.7% |
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