+1,671.4%
TER vs SPGI
+308.9%
+1,362.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.6% | +7.1% | +6.3% |
| 7D | +0.6% | +0.1% | +0.5% | +0.3% |
| 30D | -8.3% | +8.4% | -16.7% | -12.9% |
| 3M | -12.2% | +11.8% | -24.0% | -21.0% |
| 6M | +17.1% | +5.7% | +11.4% | +7.8% |
| YTD | +84.7% | -9.7% | +94.3% | +84.3% |
| 1Y | +199.9% | -12.5% | +212.4% | +201.1% |
| 3Y | +232.8% | +21.8% | +210.9% | +159.2% |
| 5Y | +198.6% | +8.2% | +190.4% | +152.3% |
| All | +1,671.4% | +308.9% | +1,362.5% | +527.6% |
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