+67.7%
T vs SPGI
+8.3%
+59.4%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.4% | -1.7% |
| 7D | -1.3% | +0.1% | -1.4% | -1.3% |
| 30D | +11.4% | +8.4% | +3.0% | +9.8% |
| 3M | +14.3% | +11.8% | +2.5% | +12.0% |
| 6M | -9.3% | +5.7% | -15.0% | -10.3% |
| YTD | +7.1% | -9.7% | +16.8% | +8.8% |
| 1Y | -9.1% | -12.5% | +3.4% | -7.1% |
| 3Y | +105.3% | +21.8% | +83.5% | +94.0% |
| All | +67.7% | +8.3% | +59.4% | +49.2% |
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