+334.3%
SPGI vs FN
+837.6%
-503.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +11.9% | -11.2% | -0.7% |
| 7D | -0.9% | +16.3% | -17.1% | -3.2% |
| 30D | +15.5% | -24.7% | +40.3% | +18.8% |
| 3M | +15.7% | -34.9% | +50.6% | +20.3% |
| 6M | +19.1% | -41.1% | +60.2% | +23.4% |
| YTD | -4.1% | -19.6% | +15.6% | -7.8% |
| 1Y | +1.2% | -18.5% | +19.7% | -3.7% |
| 3Y | +31.6% | +119.1% | -87.5% | -5.6% |
| 5Y | +12.4% | +206.9% | -194.5% | -28.7% |
| 10Y | +334.3% | +826.4% | -492.1% | +98.6% |
| All | +334.3% | +837.6% | -503.3% | +98.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling