+1.6%
SPGI vs FRSH
-72.6%
+74.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.8% |
| 7D | -8.9% | -11.2% | +2.2% | -7.0% |
| 30D | +0.6% | -0.8% | +1.5% | +0.7% |
| 3M | +2.0% | +26.4% | -24.4% | -2.4% |
| 6M | +0.1% | +48.4% | -48.3% | -7.1% |
| YTD | -16.4% | -3.1% | -13.3% | -17.1% |
| 1Y | -18.9% | -8.7% | -10.2% | -19.0% |
| 3Y | +13.8% | -45.8% | +59.5% | +20.0% |
| All | +1.6% | -72.6% | +74.1% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 10y: compounded portfolio wealth divided by compounded FRSH 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…
10y analysis · Full analysis span regression · 6 months rolling