+50.3%
TER vs SPGI
+2.4%
+47.9%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.4% | +7.9% | +8.6% |
| 7D | +5.9% | -1.4% | +7.3% | +4.2% |
| 30D | -30.8% | +15.3% | -46.0% | -21.2% |
| 3M | -29.9% | +16.5% | -46.5% | -18.6% |
| 6M | -27.5% | +19.8% | -47.3% | -11.5% |
| YTD | +37.5% | -3.2% | +40.7% | +49.2% |
| 1Y | +50.3% | +1.8% | +48.5% | +69.7% |
| All | +50.3% | +2.4% | +47.9% | +69.7% |
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