+3.5%
SPGI vs FRSH
-72.4%
+75.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.1% | -2.3% |
| 7D | -3.1% | -9.6% | +6.5% | -1.3% |
| 30D | +2.0% | -0.4% | +2.5% | +2.0% |
| 3M | +4.3% | +27.2% | -22.9% | -0.2% |
| 6M | -0.2% | +42.2% | -42.4% | -6.7% |
| YTD | -14.8% | -2.6% | -12.2% | -15.6% |
| 1Y | -18.5% | -10.2% | -8.4% | -18.4% |
| 3Y | +16.0% | -45.5% | +61.5% | +22.2% |
| All | +3.5% | -72.4% | +75.9% | +7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling