+72.6%
SPY vs SPGI
+15.2%
+57.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.4% | -0.8% |
| 7D | +2.6% | +1.2% | +1.4% | +2.1% |
| 30D | -2.0% | +15.9% | -17.9% | -7.6% |
| 3M | -2.8% | +12.3% | -15.1% | -7.4% |
| 6M | +2.1% | +23.7% | -21.6% | -7.4% |
| YTD | +11.5% | -3.5% | +15.0% | +12.1% |
| 1Y | +13.5% | +0.4% | +13.0% | +11.6% |
| 3Y | +77.7% | +29.9% | +47.8% | +49.5% |
| All | +72.6% | +15.2% | +57.4% | +51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling