+6,892.0%
SPGI vs FDS
+9,502.8%
-2,610.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.5% | +1.9% | -0.4% |
| 7D | +0.1% | -1.9% | +2.0% | +0.8% |
| 30D | +8.4% | +9.0% | -0.6% | +5.1% |
| 3M | +11.8% | +18.9% | -7.0% | +4.7% |
| 6M | +5.7% | +35.1% | -29.4% | -5.9% |
| YTD | -9.7% | +5.5% | -15.2% | -12.7% |
| 1Y | -12.5% | -16.8% | +4.4% | -8.7% |
| 3Y | +21.8% | -28.1% | +49.9% | +32.8% |
| 5Y | +8.2% | -17.4% | +25.6% | +12.6% |
| 10Y | +309.5% | +85.4% | +224.1% | +233.6% |
| All | +6,892.0% | +9,502.8% | -2,610.9% | +2,799.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 all: compounded portfolio wealth divided by compounded FDS 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…
all analysis · Full analysis span regression · 6 months rolling