+334.3%
SPGI vs SFM
+146.8%
+187.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.6% |
| 7D | -0.9% | -10.2% | +9.4% | +0.3% |
| 30D | +15.5% | -23.9% | +39.4% | +18.3% |
| 3M | +15.7% | -42.3% | +57.9% | +22.0% |
| 6M | +19.1% | -40.1% | +59.2% | +24.8% |
| YTD | -4.1% | -37.8% | +33.7% | -0.3% |
| 1Y | +1.2% | -37.1% | +38.3% | +5.0% |
| 3Y | +31.6% | +21.5% | +10.0% | +23.8% |
| 5Y | +12.4% | +103.8% | -91.3% | -2.0% |
| 10Y | +334.3% | +142.0% | +192.3% | +259.7% |
| All | +334.3% | +146.8% | +187.5% | +259.7% |
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