+331.8%
SPGI vs FFIV
+126.1%
+205.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | +0.3% | -8.1% | +8.4% | +3.2% |
| 30D | +18.4% | -33.4% | +51.8% | +34.6% |
| 3M | +15.7% | -24.7% | +40.4% | +24.9% |
| 6M | +17.3% | -8.8% | +26.1% | +16.5% |
| YTD | -4.7% | +21.8% | -26.5% | -16.6% |
| 1Y | +1.8% | +25.3% | -23.5% | -12.1% |
| 3Y | +31.7% | +101.2% | -69.5% | -10.6% |
| 5Y | +12.1% | +40.2% | -28.1% | -13.1% |
| All | +331.8% | +126.1% | +205.8% | +138.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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