+277.9%
SPGI vs FND
+66.0%
+211.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -2.0% |
| 7D | +0.1% | -5.2% | +5.4% | +1.3% |
| 30D | +8.4% | -19.9% | +28.3% | +13.7% |
| 3M | +11.8% | +2.7% | +9.1% | +10.0% |
| 6M | +5.7% | -21.7% | +27.4% | +10.0% |
| YTD | -9.7% | -17.5% | +7.8% | -7.8% |
| 1Y | -12.5% | -39.3% | +26.8% | -4.3% |
| 3Y | +21.8% | -49.8% | +71.6% | +33.9% |
| 5Y | +8.2% | -60.1% | +68.3% | +20.2% |
| All | +277.9% | +66.0% | +211.9% | +196.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling