+639.4%
SPGI vs USFR
+28.6%
+610.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.5% |
| 7D | +1.6% | +0.1% | +1.5% | +1.5% |
| 30D | +16.1% | +0.4% | +15.7% | +15.8% |
| 3M | +15.5% | +1.1% | +14.4% | +14.8% |
| 6M | +19.6% | +2.1% | +17.6% | +18.4% |
| YTD | -3.6% | +3.4% | -7.0% | -5.3% |
| 1Y | +2.2% | +4.1% | -1.9% | +0.1% |
| 3Y | +30.1% | +14.4% | +15.7% | +21.5% |
| 5Y | +14.9% | +21.4% | -6.5% | +4.0% |
| 10Y | +334.0% | +28.5% | +305.5% | +283.1% |
| All | +639.4% | +28.6% | +610.8% | +553.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling