+1.7%
SPGI vs SFM
-37.1%
+38.8%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.6% |
| 7D | -0.9% | -10.2% | +9.4% | 0.0% |
| 30D | +15.5% | -23.9% | +39.4% | +17.6% |
| 3M | +15.7% | -42.3% | +57.9% | +20.8% |
| 6M | +19.1% | -40.1% | +59.2% | +23.7% |
| YTD | -4.1% | -37.8% | +33.7% | -1.1% |
| All | +1.7% | -37.1% | +38.8% | +4.6% |
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