+338.6%
SPGI vs SFM
+140.8%
+197.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.5% | -3.1% | 0.0% |
| 7D | -1.4% | -7.1% | +5.7% | -0.6% |
| 30D | +15.3% | -21.4% | +36.7% | +17.7% |
| 3M | +16.5% | -40.1% | +56.6% | +22.4% |
| 6M | +19.8% | -38.0% | +57.9% | +25.1% |
| YTD | -3.2% | -36.5% | +33.3% | +0.4% |
| 1Y | +1.8% | -35.2% | +37.0% | +5.3% |
| 3Y | +30.6% | +23.5% | +7.1% | +22.7% |
| 5Y | +16.0% | +109.7% | -93.7% | +0.8% |
| 10Y | +338.6% | +132.6% | +206.0% | +257.6% |
| All | +338.6% | +140.8% | +197.8% | +257.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling