+31.7%
SPGI vs FN
+101.0%
-69.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +11.7% | -12.6% | -1.0% |
| 7D | +0.3% | 0.0% | +0.3% | +0.3% |
| 30D | +18.4% | -34.3% | +52.7% | +18.8% |
| 3M | +15.7% | -39.9% | +55.6% | +16.2% |
| 6M | +17.3% | -51.8% | +69.1% | +18.4% |
| YTD | -4.7% | -28.1% | +23.4% | -6.8% |
| 1Y | +1.8% | -29.1% | +30.9% | -0.6% |
| 3Y | +31.7% | +102.4% | -70.7% | +9.9% |
| All | +31.7% | +101.0% | -69.3% | +9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling