+452.5%
TEAM vs SPGI
+335.3%
+117.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.3% |
| 7D | -19.7% | -1.4% | -18.4% | -18.7% |
| 30D | -26.6% | +15.3% | -41.9% | -34.6% |
| 3M | -1.1% | +16.5% | -17.6% | -12.4% |
| 6M | +74.6% | +19.8% | +54.8% | +52.0% |
| YTD | -6.0% | -3.2% | -2.7% | -4.0% |
| 1Y | -3.2% | +1.8% | -5.0% | -5.1% |
| 3Y | -13.5% | +30.6% | -44.1% | -30.1% |
| 5Y | -65.5% | +16.0% | -81.5% | -69.5% |
| All | +452.5% | +335.3% | +117.3% | +107.2% |
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 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