+631.8%
TEAM vs SPGI
+474.2%
+157.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -1.0% | -15.2% | -15.4% |
| 7D | -19.8% | +0.3% | -20.1% | -20.0% |
| 30D | -21.5% | +18.4% | -39.9% | -31.3% |
| 3M | +39.5% | +15.7% | +23.8% | +24.7% |
| 6M | +73.1% | +17.3% | +55.8% | +53.6% |
| YTD | -5.2% | -4.7% | -0.5% | -2.0% |
| 1Y | -1.6% | +1.8% | -3.4% | -3.4% |
| 3Y | -11.4% | +31.7% | -43.1% | -28.5% |
| 5Y | -65.1% | +12.1% | -77.2% | -68.2% |
| 10Y | +471.3% | +341.9% | +129.4% | +113.2% |
| All | +631.8% | +474.2% | +157.6% | +141.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling