-26.3%
U vs SPGI
+49.4%
-75.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.6% |
| 7D | +24.4% | +1.6% | +22.8% | +22.0% |
| 30D | +7.4% | +16.1% | -8.7% | -8.4% |
| 3M | +16.8% | +15.5% | +1.3% | -0.5% |
| 6M | +78.8% | +19.6% | +59.1% | +42.9% |
| YTD | +14.0% | -3.6% | +17.6% | +13.9% |
| 1Y | +16.7% | +2.2% | +14.5% | +8.0% |
| 3Y | +86.4% | +30.1% | +56.3% | +22.4% |
| 5Y | -71.5% | +14.9% | -86.4% | -79.9% |
| All | -26.3% | +49.4% | -75.8% | -52.6% |
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