+29.9%
SPGI vs SFM
+27.3%
+2.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.3% | +1.0% |
| 7D | +1.2% | +6.0% | -4.8% | +0.7% |
| 30D | +15.9% | -19.5% | +35.4% | +17.5% |
| 3M | +12.3% | -37.0% | +49.3% | +16.2% |
| 6M | +23.7% | -41.0% | +64.7% | +28.4% |
| YTD | -3.5% | -34.6% | +31.1% | -1.1% |
| 1Y | +0.4% | -36.3% | +36.7% | +3.2% |
| 3Y | +29.9% | +24.5% | +5.4% | +28.9% |
| All | +29.9% | +27.3% | +2.6% | +28.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling