-50.3%
TEAM vs SPGI
+8.3%
-58.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -1.1% | -1.0% |
| 7D | -0.4% | +0.1% | -0.6% | -0.7% |
| 30D | +67.3% | +8.4% | +58.9% | +54.3% |
| 3M | +86.8% | +11.8% | +74.9% | +66.1% |
| 6M | +146.8% | +5.7% | +141.1% | +134.9% |
| YTD | +16.9% | -9.7% | +26.6% | +28.8% |
| 1Y | +12.8% | -12.5% | +25.2% | +27.6% |
| 3Y | -7.3% | +21.8% | -29.1% | -30.3% |
| All | -50.3% | +8.3% | -58.6% | -55.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling