-39.0%
U vs SPGI
+40.0%
-79.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | +0.6% |
| 7D | -3.8% | +0.1% | -3.9% | -4.1% |
| 30D | +17.5% | +8.4% | +9.0% | +7.6% |
| 3M | +38.7% | +11.8% | +26.9% | +20.4% |
| 6M | +104.4% | +5.7% | +98.7% | +87.5% |
| YTD | -5.7% | -9.7% | +4.0% | +1.8% |
| 1Y | +3.7% | -12.5% | +16.1% | +14.4% |
| 3Y | +12.3% | +21.8% | -9.5% | -20.6% |
| 5Y | -68.8% | +8.2% | -77.0% | -76.4% |
| All | -39.0% | +40.0% | -79.1% | -57.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling