+1,775.6%
FTI vs SPG
+2,638.7%
-863.1%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.3% | +2.2% |
| 7D | +4.3% | +2.0% | +2.3% | +3.3% |
| 30D | -4.7% | +17.2% | -21.9% | -12.2% |
| 3M | -13.5% | +6.3% | -19.8% | -16.5% |
| 6M | -8.7% | +18.7% | -27.4% | -17.0% |
| YTD | +49.0% | +30.1% | +18.9% | +28.7% |
| 1Y | +54.0% | +32.8% | +21.3% | +31.7% |
| 3Y | +211.6% | +133.6% | +78.0% | +98.4% |
| 5Y | +881.9% | +84.4% | +797.5% | +592.9% |
| 10Y | +188.1% | +114.3% | +73.8% | +71.7% |
| All | +1,775.6% | +2,638.7% | -863.1% | +162.2% |
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