+9.5%
SPGI vs FIX
+2,061.9%
-2,052.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -1.8% |
| 7D | +0.1% | +6.0% | -5.9% | -0.5% |
| 30D | +8.4% | -7.2% | +15.7% | +9.0% |
| 3M | +11.8% | -15.9% | +27.7% | +13.0% |
| 6M | +5.7% | +12.7% | -7.0% | +1.8% |
| YTD | -9.7% | +72.8% | -82.5% | -19.1% |
| 1Y | -12.5% | +122.9% | -135.4% | -26.1% |
| 3Y | +21.8% | +774.3% | -752.5% | -32.5% |
| All | +9.5% | +2,061.9% | -2,052.4% | -57.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling