+343.3%
SPGI vs FIX
+3,564.5%
-3,221.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.3% |
| 7D | +1.2% | +9.4% | -8.2% | -0.2% |
| 30D | +15.9% | -27.8% | +43.7% | +20.9% |
| 3M | +12.3% | -35.6% | +47.8% | +18.8% |
| 6M | +23.7% | -45.2% | +68.9% | +33.0% |
| YTD | -3.5% | +19.5% | -23.0% | -12.8% |
| 1Y | +0.4% | +24.2% | -23.8% | -10.4% |
| 3Y | +29.9% | +494.2% | -464.3% | -28.0% |
| 5Y | +15.2% | +1,036.1% | -1,020.9% | -48.2% |
| All | +343.3% | +3,564.5% | -3,221.2% | +41.6% |
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