+338.6%
SPGI vs USFR
+28.5%
+310.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -0.8% | +0.1% | -0.9% | -0.9% |
| 30D | +14.3% | +0.4% | +13.9% | +13.9% |
| 3M | +14.5% | +1.0% | +13.5% | +13.4% |
| 6M | +17.3% | +2.0% | +15.3% | +15.1% |
| YTD | -4.6% | +3.4% | -8.0% | -7.5% |
| 1Y | +0.8% | +4.1% | -3.3% | -2.9% |
| 3Y | +28.8% | +14.4% | +14.4% | +14.3% |
| 5Y | +14.0% | +21.4% | -7.4% | -4.3% |
| All | +338.6% | +28.5% | +310.1% | +259.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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