+343.3%
SPGI vs FN
+700.1%
-356.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -7.3% | +8.4% | +2.0% |
| 7D | +1.2% | +0.3% | +1.0% | +1.0% |
| 30D | +15.9% | -16.5% | +32.4% | +17.5% |
| 3M | +12.3% | -42.1% | +54.4% | +18.5% |
| 6M | +23.7% | -52.9% | +76.6% | +32.5% |
| YTD | -3.5% | -28.0% | +24.4% | -6.2% |
| 1Y | +0.4% | -18.5% | +18.9% | -5.0% |
| 3Y | +29.9% | +93.9% | -64.0% | -5.5% |
| 5Y | +15.2% | +170.5% | -155.3% | -25.9% |
| All | +343.3% | +700.1% | -356.8% | +104.9% |
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