-2.0%
TEAM vs SPGI
+1.8%
-3.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.3% |
| 7D | -19.7% | -1.4% | -18.4% | -18.6% |
| 30D | -26.6% | +15.3% | -41.9% | -35.8% |
| 3M | -1.1% | +16.5% | -17.6% | -14.1% |
| 6M | +74.6% | +19.8% | +54.8% | +48.6% |
| YTD | -6.0% | -3.2% | -2.7% | -10.2% |
| All | -2.0% | +1.8% | -3.8% | -7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling