+338.6%
SPGI vs FN
+763.2%
-424.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.7% | -0.9% |
| 7D | -0.8% | +20.8% | -21.6% | -3.3% |
| 30D | +14.3% | -17.3% | +31.6% | +16.1% |
| 3M | +14.5% | -38.1% | +52.6% | +19.9% |
| 6M | +17.3% | -44.2% | +61.5% | +22.5% |
| YTD | -4.6% | -22.3% | +17.7% | -8.0% |
| 1Y | +0.8% | -20.9% | +21.7% | -3.8% |
| 3Y | +28.8% | +111.1% | -82.3% | -7.3% |
| 5Y | +14.0% | +191.8% | -177.9% | -27.3% |
| All | +338.6% | +763.2% | -424.6% | +101.0% |
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