+199.8%
TER vs SPGI
-12.7%
+212.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.6% | +7.0% | +4.2% |
| 7D | +0.6% | +0.1% | +0.4% | +0.8% |
| 30D | -8.3% | +8.4% | -16.7% | -1.5% |
| 3M | -12.2% | +11.8% | -24.1% | -0.9% |
| 6M | +17.0% | +5.7% | +11.3% | +29.4% |
| YTD | +84.6% | -9.7% | +94.3% | +83.8% |
| 1Y | +199.8% | -12.5% | +212.3% | +201.2% |
| All | +199.8% | -12.7% | +212.5% | +201.2% |
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 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