+9.5%
SPGI vs SFM
+230.0%
-220.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.9% | -4.4% | -1.9% |
| 7D | +0.1% | -0.1% | +0.2% | +0.1% |
| 30D | +8.4% | -4.4% | +12.8% | +8.8% |
| 3M | +11.8% | +1.5% | +10.3% | +11.4% |
| 6M | +5.7% | +6.5% | -0.8% | +4.4% |
| YTD | -9.7% | +2.2% | -11.8% | -10.5% |
| 1Y | -12.5% | -41.9% | +29.4% | -7.9% |
| 3Y | +21.8% | +106.8% | -84.9% | +8.3% |
| All | +9.5% | +230.0% | -220.5% | -3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling