+4,511.8%
SPGI vs FE
+561.4%
+3,950.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.3% |
| 7D | +0.1% | +1.9% | -1.8% | -0.6% |
| 30D | +8.4% | -1.2% | +9.6% | +8.9% |
| 3M | +11.8% | +3.5% | +8.3% | +10.2% |
| 6M | +5.7% | -6.1% | +11.8% | +8.1% |
| YTD | -9.7% | +7.6% | -17.3% | -12.7% |
| 1Y | -12.5% | +11.9% | -24.4% | -16.8% |
| 3Y | +21.8% | +48.4% | -26.6% | +2.1% |
| 5Y | +8.2% | +44.8% | -36.6% | -9.0% |
| 10Y | +309.5% | +115.9% | +193.6% | +180.0% |
| All | +4,511.8% | +561.4% | +3,950.4% | +2,237.8% |
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