+65.3%
T vs SPGI
+296.1%
-230.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | +0.6% |
| 7D | -1.5% | -2.5% | +0.9% | -0.9% |
| 30D | +7.6% | +5.4% | +2.2% | +6.0% |
| 3M | +15.3% | +9.0% | +6.3% | +12.1% |
| 6M | -8.5% | +0.8% | -9.2% | -9.2% |
| YTD | +6.8% | -12.6% | +19.3% | +9.7% |
| 1Y | -7.2% | -16.1% | +8.9% | -3.6% |
| 3Y | +108.2% | +19.0% | +89.3% | +91.3% |
| 5Y | +66.1% | +5.1% | +61.0% | +55.7% |
| 10Y | +65.3% | +295.5% | -230.2% | +3.9% |
| All | +65.3% | +296.1% | -230.8% | +3.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling