+331.8%
SPGI vs FIX
+3,608.1%
-3,276.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.4% | -6.4% | -1.8% |
| 7D | +0.3% | -17.5% | +17.7% | +2.7% |
| 30D | +18.4% | -41.6% | +59.9% | +27.8% |
| 3M | +15.7% | -40.6% | +56.3% | +23.9% |
| 6M | +17.3% | -49.4% | +66.6% | +27.6% |
| YTD | -4.7% | +9.2% | -13.9% | -12.5% |
| 1Y | +1.8% | +6.5% | -4.6% | -6.5% |
| 3Y | +31.7% | +448.7% | -417.0% | -25.9% |
| 5Y | +12.1% | +948.7% | -936.7% | -48.8% |
| All | +331.8% | +3,608.1% | -3,276.3% | +40.2% |
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