+19.0%
SPGI vs FTI
+284.3%
-265.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.1% | -1.1% | -3.0% |
| 7D | -2.5% | -0.2% | -2.3% | -2.4% |
| 30D | +5.4% | +12.3% | -6.9% | +4.0% |
| 3M | +9.0% | +13.8% | -4.7% | +7.2% |
| 6M | +0.8% | +24.3% | -23.5% | -2.6% |
| YTD | -12.6% | +75.8% | -88.3% | -20.2% |
| 1Y | -16.1% | +99.6% | -115.8% | -25.2% |
| 3Y | +19.0% | +278.4% | -259.4% | -4.7% |
| All | +19.0% | +284.3% | -265.3% | -4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling