+338.6%
SPGI vs FIX
+3,814.3%
-3,475.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.0% | -4.7% | -0.4% |
| 7D | -1.4% | +6.4% | -7.8% | -2.5% |
| 30D | +15.3% | -29.1% | +44.3% | +20.6% |
| 3M | +16.5% | -31.1% | +47.7% | +21.9% |
| 6M | +19.8% | -42.8% | +62.6% | +28.0% |
| YTD | -3.2% | +24.6% | -27.9% | -13.1% |
| 1Y | +1.8% | +21.9% | -20.2% | -8.6% |
| 3Y | +30.6% | +524.9% | -494.3% | -28.2% |
| 5Y | +16.0% | +1,092.2% | -1,076.2% | -48.2% |
| 10Y | +338.6% | +3,759.0% | -3,420.4% | +39.3% |
| All | +338.6% | +3,814.3% | -3,475.7% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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