-55.8%
FIG vs SPGI
-12.7%
-43.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.6% | -2.8% | -3.2% |
| 7D | -16.3% | +0.1% | -16.4% | -16.4% |
| 30D | -14.3% | +8.4% | -22.7% | -19.0% |
| 3M | +7.2% | +11.8% | -4.7% | -0.8% |
| 6M | -18.6% | +5.7% | -24.3% | -22.9% |
| YTD | -35.5% | -9.7% | -25.8% | -35.3% |
| 1Y | -55.8% | -12.5% | -43.3% | -55.8% |
| All | -55.8% | -12.7% | -43.1% | -55.8% |
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