+54.6%
FTI vs SPG
+34.3%
+20.3%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.9% | -6.2% | -2.9% |
| 7D | -9.7% | +8.2% | -17.8% | -8.6% |
| 30D | -8.2% | +13.5% | -21.6% | -6.7% |
| 3M | -7.8% | +2.2% | -10.1% | -6.9% |
| 6M | -13.4% | +15.9% | -29.3% | -12.8% |
| YTD | +45.1% | +27.6% | +17.5% | +44.6% |
| 1Y | +54.6% | +30.9% | +23.6% | +51.9% |
| All | +54.6% | +34.3% | +20.3% | +51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 1y: compounded portfolio wealth divided by compounded SPG 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…
1y analysis · Full analysis span regression · 6 months rolling