-56.6%
FIG vs SPGI
-14.9%
-41.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -3.2% | -2.5% | -3.3% |
| 7D | -16.4% | -2.5% | -13.9% | -14.8% |
| 30D | -2.3% | +5.4% | -7.7% | -5.9% |
| 3M | +7.8% | +9.0% | -1.2% | +1.7% |
| 6M | -21.8% | +0.8% | -22.6% | -23.7% |
| YTD | -39.1% | -12.6% | -26.6% | -37.2% |
| 1Y | -56.6% | -16.1% | -40.5% | -54.3% |
| All | -56.6% | -14.9% | -41.8% | -54.3% |
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 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