+67.6%
SPY vs SPGI
+11.1%
+56.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.7% |
| 7D | -2.7% | +0.3% | -3.0% | -2.8% |
| 30D | -5.4% | +18.4% | -23.8% | -11.6% |
| 3M | -4.1% | +15.7% | -19.8% | -9.8% |
| 6M | +0.7% | +17.3% | -16.6% | -6.7% |
| YTD | +8.7% | -4.7% | +13.4% | +9.8% |
| 1Y | +10.9% | +1.8% | +9.1% | +8.1% |
| 3Y | +75.0% | +31.7% | +43.3% | +45.9% |
| All | +67.6% | +11.1% | +56.5% | +48.2% |
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