+16.4%
SPGI vs FRSH
-46.2%
+62.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.1% | -2.3% |
| 7D | -3.1% | -9.6% | +6.5% | -1.1% |
| 30D | +2.0% | -0.4% | +2.5% | +2.0% |
| 3M | +4.3% | +27.2% | -22.9% | -0.7% |
| 6M | -0.2% | +42.2% | -42.4% | -7.3% |
| YTD | -14.8% | -2.6% | -12.2% | -16.2% |
| 1Y | -18.5% | -10.2% | -8.4% | -19.1% |
| All | +16.4% | -46.2% | +62.6% | +22.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling