-6.0%
U vs SPGI
-14.9%
+8.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.2% | +5.8% | +3.8% |
| 7D | +4.5% | -2.5% | +6.9% | +5.4% |
| 30D | -0.6% | +5.4% | -6.0% | -2.8% |
| 3M | +48.4% | +9.0% | +39.4% | +41.4% |
| 6M | +115.4% | +0.8% | +114.6% | +111.6% |
| YTD | -3.2% | -12.6% | +9.4% | 0.0% |
| 1Y | -6.0% | -16.1% | +10.1% | -1.0% |
| All | -6.0% | -14.9% | +8.8% | -1.0% |
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