+995.4%
TER vs SPGI
+333.9%
+661.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.1% | -6.5% | -5.9% |
| 7D | +14.4% | +1.2% | +13.1% | +13.6% |
| 30D | -30.6% | +15.9% | -46.5% | -36.2% |
| 3M | -39.2% | +12.3% | -51.5% | -43.8% |
| 6M | -31.3% | +23.7% | -55.0% | -42.5% |
| YTD | +29.1% | -3.5% | +32.6% | +23.1% |
| 1Y | +47.4% | +0.4% | +47.0% | +36.2% |
| 3Y | +191.2% | +29.9% | +161.3% | +117.3% |
| 5Y | +74.0% | +15.2% | +58.8% | +40.8% |
| All | +995.4% | +333.9% | +661.6% | +274.8% |
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 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