-56.3%
FIG vs SPGI
+1.8%
-58.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.7% | +2.4% | +2.5% |
| 7D | -12.6% | -0.9% | -11.8% | -11.5% |
| 30D | -13.8% | +15.5% | -29.3% | -23.7% |
| 3M | -16.7% | +15.7% | -32.4% | -26.3% |
| 6M | -6.1% | +19.1% | -25.2% | -18.7% |
| YTD | -48.1% | -4.1% | -44.0% | -47.8% |
| All | -56.3% | +1.8% | -58.1% | -57.0% |
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