+3,094.0%
SPY vs SPGI
+11,522.5%
-8,428.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.2% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | +0.1% | +8.4% | -8.4% | -3.3% |
| 3M | +2.0% | +11.8% | -9.8% | -3.3% |
| 6M | +13.0% | +5.7% | +7.3% | +9.2% |
| YTD | +13.5% | -9.7% | +23.2% | +16.0% |
| 1Y | +20.0% | -12.5% | +32.4% | +23.5% |
| 3Y | +77.2% | +21.8% | +55.4% | +58.5% |
| 5Y | +81.9% | +8.2% | +73.7% | +68.8% |
| 10Y | +314.1% | +309.5% | +4.5% | +123.0% |
| All | +3,094.0% | +11,522.5% | -8,428.4% | +378.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling