+7,274.9%
SPGI vs FDS
+10,327.4%
-3,052.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.7% | +2.7% | +0.3% |
| 7D | +0.3% | -0.5% | +0.8% | +0.4% |
| 30D | +18.4% | +20.2% | -1.8% | +11.0% |
| 3M | +15.7% | +19.9% | -4.2% | +8.2% |
| 6M | +17.3% | +56.2% | -38.9% | -0.8% |
| YTD | -4.7% | +14.6% | -19.3% | -10.9% |
| 1Y | +1.8% | +31.6% | -29.8% | -9.4% |
| 3Y | +31.7% | -23.8% | +55.5% | +40.2% |
| 5Y | +12.1% | -22.6% | +34.6% | +18.6% |
| 10Y | +341.9% | +139.3% | +202.6% | +232.6% |
| All | +7,274.9% | +10,327.4% | -3,052.5% | +2,861.5% |
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