-68.4%
U vs SPGI
+11.1%
-79.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.0% | +6.5% | +6.5% |
| 7D | +36.6% | +0.3% | +36.3% | +35.6% |
| 30D | +13.3% | +18.4% | -5.1% | -6.4% |
| 3M | +26.2% | +15.7% | +10.5% | +6.0% |
| 6M | +88.7% | +17.3% | +71.5% | +51.2% |
| YTD | +16.6% | -4.7% | +21.3% | +18.1% |
| 1Y | +29.0% | +1.8% | +27.1% | +18.4% |
| 3Y | +99.5% | +31.7% | +67.8% | +17.3% |
| All | -68.4% | +11.1% | -79.6% | -78.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling