-12.5%
SPGI vs SFM
-41.4%
+29.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.9% | -4.4% | -1.7% |
| 7D | +0.1% | -0.1% | +0.2% | +0.1% |
| 30D | +8.4% | -4.4% | +12.8% | +8.5% |
| 3M | +11.8% | +1.5% | +10.3% | +11.8% |
| 6M | +5.7% | +6.5% | -0.8% | +5.5% |
| YTD | -9.7% | +2.2% | -11.8% | -10.1% |
| 1Y | -12.5% | -41.9% | +29.4% | -10.6% |
| All | -12.5% | -41.4% | +29.0% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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