+2.9%
SPGI vs FN
-25.7%
+28.6%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -6.0% | +9.3% | +2.9% |
| 7D | +7.2% | -7.0% | +14.2% | +6.8% |
| 30D | +23.2% | -24.7% | +47.9% | +21.2% |
| 3M | +17.0% | -35.7% | +52.7% | +14.3% |
| 6M | +20.4% | -52.4% | +72.8% | +17.1% |
| YTD | -1.9% | -25.0% | +23.1% | -4.6% |
| 1Y | +2.9% | -25.7% | +28.6% | +0.4% |
| All | +2.9% | -25.7% | +28.6% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 1y: compounded portfolio wealth divided by compounded FN 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…
1y analysis · Full analysis span regression · 6 months rolling