-83.7%
FIG vs SPGI
-6.6%
-77.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.7% |
| 7D | -13.1% | +0.3% | -13.4% | -12.9% |
| 30D | -13.0% | +18.4% | -31.4% | -21.8% |
| 3M | -21.5% | +15.7% | -37.2% | -28.3% |
| 6M | -2.5% | +17.3% | -19.8% | -11.3% |
| YTD | -49.7% | -4.7% | -44.9% | -53.0% |
| 1Y | -59.1% | +1.8% | -60.9% | -60.3% |
| All | -83.7% | -6.6% | -77.1% | -86.7% |
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