+51.8%
FTI vs SPG
+32.6%
+19.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.8% |
| 7D | +5.4% | +3.1% | +2.3% | +5.9% |
| 30D | -8.2% | +16.4% | -24.6% | -6.4% |
| 3M | -13.7% | +7.1% | -20.8% | -12.5% |
| 6M | -11.2% | +16.1% | -27.3% | -10.2% |
| YTD | +46.0% | +30.4% | +15.6% | +46.0% |
| 1Y | +51.8% | +33.0% | +18.8% | +49.7% |
| All | +51.8% | +32.6% | +19.2% | +49.7% |
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