+1,872.1%
T vs SPGI
+14,090.3%
-12,218.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.4% | -1.5% |
| 7D | -1.3% | +0.1% | -1.4% | -1.3% |
| 30D | +11.4% | +8.4% | +3.0% | +8.7% |
| 3M | +14.3% | +11.8% | +2.5% | +10.2% |
| 6M | -9.3% | +5.7% | -15.0% | -11.3% |
| YTD | +7.1% | -9.7% | +16.8% | +8.8% |
| 1Y | -9.1% | -12.5% | +3.4% | -7.0% |
| 3Y | +105.3% | +21.8% | +83.5% | +88.3% |
| 5Y | +66.8% | +8.2% | +58.6% | +55.6% |
| 10Y | +66.8% | +309.5% | -242.7% | +0.9% |
| All | +1,872.1% | +14,090.3% | -12,218.2% | +284.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling