+1,737.6%
FTI vs SPG
+2,646.2%
-908.6%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -17.0% |
| 6M | -11.2% | +16.1% | -27.3% | -18.3% |
| YTD | +46.0% | +30.4% | +15.6% | +25.9% |
| 1Y | +51.8% | +33.0% | +18.8% | +29.6% |
| 3Y | +206.7% | +134.6% | +72.1% | +94.9% |
| 5Y | +862.0% | +84.9% | +777.1% | +578.0% |
| 10Y | +182.3% | +114.9% | +67.4% | +68.0% |
| All | +1,737.6% | +2,646.2% | -908.6% | +156.6% |
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