+4,812.3%
SPGI vs FE
+566.1%
+4,246.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.8% | -1.9% |
| 7D | +2.6% | +0.6% | +2.0% | +2.3% |
| 30D | +19.3% | +6.4% | +12.8% | +16.4% |
| 3M | +15.5% | -0.5% | +15.9% | +15.6% |
| 6M | +18.3% | +4.7% | +13.6% | +16.0% |
| YTD | -3.8% | +8.4% | -12.2% | -7.3% |
| 1Y | +1.3% | +7.2% | -5.9% | -2.0% |
| 3Y | +33.6% | +44.9% | -11.3% | +13.3% |
| 5Y | +13.2% | +46.3% | -33.1% | -5.2% |
| 10Y | +346.3% | +110.3% | +236.0% | +208.8% |
| All | +4,812.3% | +566.1% | +4,246.2% | +2,383.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling