+2.9%
SPGI vs FND
-10.3%
+13.1%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +10.9% | -7.6% | +2.2% |
| 7D | +7.2% | +12.3% | -5.1% | +5.9% |
| 30D | +23.2% | +14.7% | +8.5% | +21.4% |
| 3M | +17.0% | -12.0% | +29.0% | +17.2% |
| 6M | +20.4% | +10.8% | +9.7% | +18.2% |
| YTD | -1.9% | -12.3% | +10.4% | -2.5% |
| 1Y | +2.9% | -13.4% | +16.3% | +2.3% |
| All | +2.9% | -10.3% | +13.1% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 1y: compounded portfolio wealth divided by compounded FND 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…
1y analysis · Full analysis span regression · 6 months rolling