-69.4%
U vs SPGI
+8.3%
-77.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | +0.7% |
| 7D | -3.8% | +0.1% | -3.9% | -4.1% |
| 30D | +17.5% | +8.4% | +9.0% | +6.9% |
| 3M | +38.7% | +11.8% | +26.9% | +18.8% |
| 6M | +104.4% | +5.7% | +98.7% | +85.8% |
| YTD | -5.7% | -9.7% | +4.0% | +2.4% |
| 1Y | +3.7% | -12.5% | +16.1% | +15.3% |
| 3Y | +12.3% | +21.8% | -9.5% | -26.6% |
| All | -69.4% | +8.3% | -77.7% | -77.7% |
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