-37.5%
U vs SPGI
+35.5%
-73.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.2% | +5.8% | +5.9% |
| 7D | +4.5% | -2.5% | +6.9% | +6.9% |
| 30D | -0.6% | +5.4% | -6.0% | -6.3% |
| 3M | +48.4% | +9.0% | +39.4% | +32.0% |
| 6M | +115.4% | +0.8% | +114.6% | +107.4% |
| YTD | -3.2% | -12.6% | +9.4% | +7.8% |
| 1Y | -6.0% | -16.1% | +10.1% | +8.4% |
| 3Y | +13.5% | +19.0% | -5.5% | -18.2% |
| 5Y | -68.0% | +5.1% | -73.1% | -75.1% |
| All | -37.5% | +35.5% | -73.0% | -55.2% |
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