+2,159.9%
FTI vs SPG
+2,335.9%
-176.0%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.2% |
| 7D | +5.3% | -2.4% | +7.7% | +6.5% |
| 30D | +15.3% | -6.8% | +22.2% | +19.3% |
| 3M | +15.8% | +2.7% | +13.1% | +13.6% |
| 6M | +22.6% | +5.5% | +17.1% | +18.2% |
| YTD | +79.5% | +15.7% | +63.8% | +64.9% |
| 1Y | +102.0% | +20.9% | +81.2% | +81.1% |
| 3Y | +315.8% | +112.4% | +203.4% | +178.2% |
| 5Y | +1,129.5% | +101.4% | +1,028.2% | +730.4% |
| 10Y | +320.9% | +60.6% | +260.3% | +186.9% |
| All | +2,159.9% | +2,335.9% | -176.0% | +236.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling