+295.5%
SPGI vs SFM
+293.3%
+2.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.5% | +3.3% | -2.5% |
| 7D | -2.5% | -5.8% | +3.3% | -1.9% |
| 30D | +5.4% | -11.4% | +16.8% | +6.7% |
| 3M | +9.0% | -12.2% | +21.2% | +10.3% |
| 6M | +0.8% | -5.2% | +5.9% | +0.8% |
| YTD | -12.6% | -4.5% | -8.1% | -12.7% |
| 1Y | -16.1% | -45.4% | +29.3% | -11.4% |
| 3Y | +19.0% | +91.1% | -72.1% | +7.5% |
| 5Y | +5.1% | +226.8% | -221.7% | -11.9% |
| 10Y | +295.5% | +291.9% | +3.5% | +203.2% |
| All | +295.5% | +293.3% | +2.1% | +203.2% |
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