-6.4%
T vs SPGI
+3.2%
-9.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.4% | -1.3% | +1.9% |
| 7D | +5.5% | +7.2% | -1.7% | +5.1% |
| 30D | -8.9% | +23.2% | -32.1% | -9.8% |
| 3M | -5.6% | +17.0% | -22.6% | -6.2% |
| 6M | -14.3% | +20.4% | -34.7% | -14.6% |
| YTD | -7.9% | -1.9% | -6.0% | -8.2% |
| 1Y | -6.4% | +2.9% | -9.3% | -8.4% |
| All | -6.4% | +3.2% | -9.6% | -8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling