+14.9%
SPGI vs FN
+194.7%
-179.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.8% | +5.2% | +0.7% |
| 7D | +1.6% | -4.1% | +5.7% | +1.7% |
| 30D | +16.1% | -28.3% | +44.4% | +18.1% |
| 3M | +15.5% | -33.9% | +49.3% | +17.6% |
| 6M | +19.6% | -43.9% | +63.5% | +22.4% |
| YTD | -3.6% | -23.4% | +19.9% | -6.3% |
| 1Y | +2.2% | -25.4% | +27.6% | -0.8% |
| 3Y | +30.1% | +107.9% | -77.8% | -0.1% |
| 5Y | +14.9% | +195.1% | -180.2% | -23.8% |
| All | +14.9% | +194.7% | -179.8% | -23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling