+57.8%
T vs SPGI
+15.2%
+42.7%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.2% |
| 7D | +2.5% | +1.2% | +1.3% | +2.3% |
| 30D | -3.8% | +15.9% | -19.7% | -6.3% |
| 3M | -8.7% | +12.3% | -21.0% | -10.7% |
| 6M | -8.1% | +23.7% | -31.8% | -11.7% |
| YTD | -6.4% | -3.5% | -2.9% | -6.1% |
| 1Y | -9.8% | +0.4% | -10.2% | -10.2% |
| 3Y | +65.5% | +29.9% | +35.6% | +53.9% |
| All | +57.8% | +15.2% | +42.7% | +37.5% |
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