+11.7%
SPGI vs USFR
+21.3%
-9.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +0.3% | +0.1% | +0.2% | +0.1% |
| 30D | +18.4% | +0.4% | +18.0% | +17.7% |
| 3M | +15.7% | +1.1% | +14.6% | +13.9% |
| 6M | +17.3% | +2.1% | +15.2% | +13.5% |
| YTD | -4.7% | +3.4% | -8.1% | -9.8% |
| 1Y | +1.8% | +4.1% | -2.3% | -4.5% |
| 3Y | +31.7% | +14.4% | +17.3% | +12.7% |
| All | +11.7% | +21.3% | -9.6% | -11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling