+1,001.8%
TER vs SPGI
+335.6%
+666.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.7% | +12.0% | +12.4% |
| 7D | -5.8% | -0.9% | -4.9% | -5.3% |
| 30D | -38.9% | +15.5% | -54.4% | -43.7% |
| 3M | -35.1% | +15.7% | -50.8% | -41.1% |
| 6M | -31.6% | +19.1% | -50.6% | -41.4% |
| YTD | +27.2% | -4.1% | +31.3% | +21.7% |
| 1Y | +35.2% | +1.2% | +34.0% | +23.9% |
| 3Y | +192.8% | +31.6% | +161.2% | +116.3% |
| 5Y | +72.4% | +12.4% | +60.0% | +41.9% |
| 10Y | +1,001.8% | +334.3% | +667.6% | +290.4% |
| All | +1,001.8% | +335.6% | +666.2% | +290.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling