+11.7%
SPGI vs SFM
+105.4%
-93.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.8% | +3.9% | -0.5% |
| 7D | +0.3% | -1.2% | +1.5% | +0.4% |
| 30D | +18.4% | -24.8% | +43.1% | +21.3% |
| 3M | +15.7% | -43.7% | +59.4% | +22.3% |
| 6M | +17.3% | -37.3% | +54.5% | +22.1% |
| YTD | -4.7% | -38.4% | +33.6% | -0.9% |
| 1Y | +1.8% | -36.9% | +38.7% | +5.5% |
| 3Y | +31.7% | +20.7% | +11.0% | +21.8% |
| All | +11.7% | +105.4% | -93.6% | -4.1% |
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