+1,579.9%
T vs SPGI
+14,867.5%
-13,287.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.6% |
| 7D | +1.0% | +0.3% | +0.8% | +0.9% |
| 30D | -10.6% | +18.4% | -29.0% | -15.0% |
| 3M | -7.7% | +15.7% | -23.4% | -11.7% |
| 6M | -13.3% | +17.3% | -30.6% | -17.7% |
| YTD | -8.8% | -4.7% | -4.0% | -8.9% |
| 1Y | -8.4% | +1.8% | -10.2% | -10.3% |
| 3Y | +59.6% | +31.7% | +27.9% | +43.1% |
| 5Y | +52.1% | +12.1% | +40.0% | +40.6% |
| 10Y | +56.9% | +341.9% | -285.1% | -7.3% |
| All | +1,579.9% | +14,867.5% | -13,287.6% | +221.7% |
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