-2.7%
TEAM vs SPGI
+1.8%
-4.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.2% |
| 7D | -17.2% | -0.9% | -16.3% | -16.5% |
| 30D | -25.1% | +15.5% | -40.6% | -34.6% |
| 3M | +3.9% | +15.7% | -11.8% | -9.1% |
| 6M | +69.1% | +19.1% | +50.0% | +44.8% |
| YTD | -4.5% | -4.1% | -0.4% | -8.1% |
| All | -2.7% | +1.8% | -4.4% | -8.0% |
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 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