+78.5%
SPY vs SPGI
+17.8%
+60.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | +0.3% |
| 7D | +0.5% | -2.5% | +3.0% | +1.2% |
| 30D | -0.9% | +5.4% | -6.4% | -2.5% |
| 3M | +3.9% | +9.0% | -5.2% | +0.7% |
| 6M | +14.5% | +0.8% | +13.7% | +13.7% |
| YTD | +12.9% | -12.6% | +25.5% | +18.0% |
| 1Y | +19.4% | -16.1% | +35.5% | +27.2% |
| 3Y | +78.5% | +19.0% | +59.5% | +60.4% |
| All | +78.5% | +17.8% | +60.6% | +60.4% |
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