+343.3%
SPGI vs FTI
+189.4%
+154.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.0% | +0.8% |
| 7D | +1.2% | +4.3% | -3.1% | +0.6% |
| 30D | +15.9% | -4.7% | +20.6% | +16.5% |
| 3M | +12.3% | -13.5% | +25.8% | +14.4% |
| 6M | +23.7% | -8.7% | +32.4% | +24.5% |
| YTD | -3.5% | +49.0% | -52.6% | -10.3% |
| 1Y | +0.4% | +54.0% | -53.6% | -7.1% |
| 3Y | +29.9% | +211.6% | -181.7% | +5.9% |
| 5Y | +15.2% | +881.9% | -866.7% | -24.0% |
| All | +343.3% | +189.4% | +154.0% | +195.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 10y: compounded portfolio wealth divided by compounded FTI 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…
10y analysis · Full analysis span regression · 6 months rolling