+334.3%
SPGI vs FE
+108.0%
+226.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | -0.9% | -1.1% | +0.3% | -0.4% |
| 30D | +15.5% | +4.6% | +10.9% | +13.6% |
| 3M | +15.7% | -0.8% | +16.5% | +16.0% |
| 6M | +19.1% | +7.3% | +11.8% | +15.9% |
| YTD | -4.1% | +8.3% | -12.4% | -7.3% |
| 1Y | +1.2% | +5.7% | -4.5% | -1.4% |
| 3Y | +31.6% | +49.0% | -17.4% | +11.1% |
| 5Y | +12.4% | +49.2% | -36.7% | -5.7% |
| 10Y | +334.3% | +110.7% | +223.6% | +253.6% |
| All | +334.3% | +108.0% | +226.3% | +253.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 10y: compounded portfolio wealth divided by compounded FE 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…
10y analysis · Full analysis span regression · 6 months rolling