+862.0%
FTI vs SPG
+83.3%
+778.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | +5.4% | +3.1% | +2.3% | +3.8% |
| 30D | -8.2% | +16.4% | -24.6% | -15.2% |
| 3M | -13.7% | +7.1% | -20.8% | -16.9% |
| 6M | -11.2% | +16.1% | -27.3% | -18.6% |
| YTD | +46.0% | +30.4% | +15.6% | +24.7% |
| 1Y | +51.8% | +33.0% | +18.8% | +28.2% |
| 3Y | +206.7% | +134.6% | +72.1% | +82.7% |
| 5Y | +862.0% | +84.9% | +777.1% | +547.4% |
| All | +862.0% | +83.3% | +778.7% | +547.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling