+338.6%
SPGI vs FFIV
+130.1%
+208.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.1% |
| 7D | -1.4% | -2.9% | +1.6% | -0.4% |
| 30D | +15.3% | -32.4% | +47.7% | +30.5% |
| 3M | +16.5% | -22.7% | +39.2% | +24.7% |
| 6M | +19.8% | -10.7% | +30.5% | +20.2% |
| YTD | -3.2% | +25.4% | -28.6% | -16.2% |
| 1Y | +1.8% | +34.2% | -32.4% | -14.4% |
| 3Y | +30.6% | +101.2% | -70.6% | -11.2% |
| 5Y | +16.0% | +42.0% | -25.9% | -10.3% |
| 10Y | +338.6% | +126.7% | +211.9% | +141.3% |
| All | +338.6% | +130.1% | +208.5% | +141.3% |
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