+72.2%
V vs SPGI
+8.3%
+63.9%
-24.1%
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% | -0.2% |
| 7D | -1.7% | +0.1% | -1.9% | -1.9% |
| 30D | +2.0% | +8.4% | -6.4% | -1.9% |
| 3M | +17.4% | +11.8% | +5.5% | +10.8% |
| 6M | +17.5% | +5.7% | +11.8% | +13.7% |
| YTD | +7.6% | -9.7% | +17.3% | +11.4% |
| 1Y | +7.7% | -12.5% | +20.2% | +13.2% |
| 3Y | +54.7% | +21.8% | +32.8% | +35.2% |
| All | +72.2% | +8.3% | +63.9% | +54.6% |
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