+1,006.2%
TER vs SPGI
+335.3%
+670.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.5% |
| 7D | -8.9% | +1.6% | -10.5% | -9.6% |
| 30D | -39.1% | +16.1% | -55.1% | -44.0% |
| 3M | -32.8% | +15.5% | -48.2% | -38.9% |
| 6M | -31.7% | +19.6% | -51.4% | -41.7% |
| YTD | +26.9% | -3.6% | +30.5% | +21.1% |
| 1Y | +33.6% | +2.2% | +31.3% | +21.7% |
| 3Y | +181.5% | +30.1% | +151.4% | +109.9% |
| 5Y | +76.1% | +14.9% | +61.2% | +42.9% |
| 10Y | +1,006.2% | +334.0% | +672.2% | +288.6% |
| All | +1,006.2% | +335.3% | +670.9% | +288.6% |
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