+58.8%
T vs SPGI
+335.3%
-276.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.2% | +0.5% |
| 7D | +2.6% | +1.6% | +1.0% | +2.1% |
| 30D | -1.1% | +16.1% | -17.2% | -5.1% |
| 3M | -7.7% | +15.5% | -23.2% | -11.4% |
| 6M | -10.6% | +19.6% | -30.3% | -15.4% |
| YTD | -7.5% | -3.6% | -3.9% | -7.5% |
| 1Y | -7.4% | +2.2% | -9.6% | -9.2% |
| 3Y | +63.1% | +30.1% | +33.0% | +46.3% |
| 5Y | +55.2% | +14.9% | +40.3% | +42.3% |
| 10Y | +58.8% | +334.0% | -275.2% | +2.0% |
| All | +58.8% | +335.3% | -276.5% | +2.0% |
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