+47.4%
TER vs SPGI
+2.7%
+44.7%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.1% | -6.5% | -4.5% |
| 7D | +14.4% | +1.2% | +13.1% | +15.5% |
| 30D | -30.6% | +15.9% | -46.5% | -20.7% |
| 3M | -39.2% | +12.3% | -51.5% | -31.3% |
| 6M | -31.3% | +23.7% | -55.0% | -15.6% |
| YTD | +29.1% | -3.5% | +32.6% | +40.3% |
| 1Y | +47.4% | +0.4% | +47.0% | +63.8% |
| All | +47.4% | +2.7% | +44.7% | +63.8% |
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 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