-51.7%
FIG vs SPGI
+3.2%
-54.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.4% | +1.9% | +2.3% |
| 7D | -4.7% | +7.2% | -11.9% | -10.2% |
| 30D | +0.5% | +23.2% | -22.7% | -15.9% |
| 3M | -18.4% | +17.0% | -35.4% | -28.6% |
| 6M | +10.9% | +20.4% | -9.5% | -5.2% |
| YTD | -40.8% | -1.9% | -38.9% | -42.3% |
| 1Y | -51.7% | +2.9% | -54.6% | -52.9% |
| All | -51.7% | +3.2% | -54.9% | -52.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling