+44.5%
F vs SPGI
+33.8%
+10.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.6% |
| 7D | +1.4% | +2.6% | -1.2% | +0.8% |
| 30D | +2.0% | +19.3% | -17.2% | -2.3% |
| 3M | -10.4% | +15.5% | -25.8% | -13.6% |
| 6M | +9.7% | +18.3% | -8.6% | +4.4% |
| YTD | -1.2% | -3.8% | +2.6% | +1.3% |
| 1Y | 0.0% | +1.3% | -1.3% | -0.1% |
| All | +44.5% | +33.8% | +10.7% | -0.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling