+336.1%
SPGI vs FN
+663.9%
-327.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -14.2% | +12.3% | -0.2% |
| 7D | +2.6% | -16.0% | +18.5% | +4.3% |
| 30D | +19.3% | -40.1% | +59.4% | +26.3% |
| 3M | +15.5% | -43.9% | +59.4% | +22.3% |
| 6M | +18.3% | -55.6% | +74.0% | +27.4% |
| YTD | -3.8% | -35.7% | +31.9% | -4.8% |
| 1Y | +1.3% | -39.8% | +41.2% | +0.8% |
| 3Y | +33.6% | +80.3% | -46.7% | -2.1% |
| 5Y | +13.2% | +143.3% | -130.1% | -26.0% |
| All | +336.1% | +663.9% | -327.8% | +104.8% |
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