+291.9%
FTI vs SPG
+64.3%
+227.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -2.9% | -2.9% |
| 7D | -5.6% | -2.2% | -3.4% | -4.4% |
| 30D | +0.4% | -5.8% | +6.2% | +3.8% |
| 3M | +8.1% | -2.8% | +10.9% | +9.2% |
| 6M | +16.7% | +8.9% | +7.8% | +9.6% |
| YTD | +70.0% | +14.3% | +55.7% | +54.6% |
| 1Y | +85.4% | +19.5% | +66.0% | +63.8% |
| 3Y | +265.9% | +106.9% | +159.1% | +128.5% |
| 5Y | +1,072.7% | +108.7% | +964.0% | +608.8% |
| All | +291.9% | +64.3% | +227.5% | +107.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling