+2,113.5%
SPGI vs FN
+3,020.0%
-906.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -6.0% | +9.3% | +4.1% |
| 7D | +7.2% | -7.0% | +14.2% | +7.8% |
| 30D | +23.2% | -24.7% | +47.9% | +26.7% |
| 3M | +17.0% | -35.7% | +52.7% | +21.8% |
| 6M | +20.4% | -52.4% | +72.8% | +28.3% |
| YTD | -1.9% | -25.0% | +23.1% | -3.7% |
| 1Y | +2.9% | -25.7% | +28.6% | +0.5% |
| 3Y | +36.2% | +110.2% | -74.0% | +6.9% |
| 5Y | +14.8% | +192.3% | -177.6% | -16.8% |
| 10Y | +355.1% | +812.3% | -457.2% | +169.3% |
| All | +2,113.5% | +3,020.0% | -906.5% | +1,043.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling