+444.2%
V vs SPGI
+335.6%
+108.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.5% |
| 7D | -0.8% | -0.9% | +0.1% | -0.3% |
| 30D | +9.5% | +15.5% | -6.0% | +0.8% |
| 3M | +16.7% | +15.7% | +1.0% | +6.9% |
| 6M | +32.9% | +19.1% | +13.9% | +19.0% |
| YTD | +21.1% | -4.1% | +25.2% | +21.3% |
| 1Y | +26.6% | +1.2% | +25.4% | +22.7% |
| 3Y | +78.4% | +31.6% | +46.8% | +44.1% |
| 5Y | +105.5% | +12.4% | +93.0% | +79.7% |
| 10Y | +444.2% | +334.3% | +110.0% | +102.6% |
| All | +444.2% | +335.6% | +108.6% | +102.6% |
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 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