+467.0%
TEAM vs SPGI
+335.6%
+131.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.2% |
| 7D | -17.2% | -0.9% | -16.3% | -16.6% |
| 30D | -25.1% | +15.5% | -40.6% | -33.4% |
| 3M | +3.9% | +15.7% | -11.8% | -7.4% |
| 6M | +69.1% | +19.1% | +50.0% | +48.0% |
| YTD | -4.5% | -4.1% | -0.4% | -1.8% |
| 1Y | -1.9% | +1.2% | -3.1% | -3.3% |
| 3Y | -9.3% | +31.6% | -40.9% | -27.1% |
| 5Y | -65.2% | +12.4% | -77.6% | -68.6% |
| 10Y | +467.0% | +334.3% | +132.7% | +127.9% |
| All | +467.0% | +335.6% | +131.4% | +127.9% |
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