+18.4%
U vs SPGI
+3.2%
+15.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.4% | +1.5% | +3.6% |
| 7D | +7.5% | +7.2% | +0.3% | +4.6% |
| 30D | -7.0% | +23.2% | -30.3% | -14.4% |
| 3M | +20.6% | +17.0% | +3.5% | +13.0% |
| 6M | +53.2% | +20.4% | +32.8% | +40.1% |
| YTD | -3.9% | -1.9% | -2.0% | -4.6% |
| 1Y | +18.4% | +2.9% | +15.5% | +24.3% |
| All | +18.4% | +3.2% | +15.2% | +24.3% |
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