+484.0%
V vs SPGI
+333.9%
+150.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +0.7% |
| 7D | +0.9% | +1.2% | -0.3% | +0.2% |
| 30D | +9.0% | +15.9% | -6.9% | +0.1% |
| 3M | +16.7% | +12.3% | +4.4% | +8.9% |
| 6M | +33.4% | +23.7% | +9.7% | +16.8% |
| YTD | +22.4% | -3.5% | +25.9% | +22.2% |
| 1Y | +27.7% | +0.4% | +27.3% | +24.4% |
| 3Y | +78.0% | +29.9% | +48.1% | +45.1% |
| 5Y | +108.5% | +15.2% | +93.3% | +79.6% |
| All | +484.0% | +333.9% | +150.1% | +113.1% |
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