+8.5%
SPGI vs FTI
+1,137.0%
-1,128.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | +0.1% | +5.3% | -5.1% | -0.4% |
| 30D | +8.4% | +15.3% | -6.9% | +6.6% |
| 3M | +11.8% | +15.8% | -3.9% | +9.7% |
| 6M | +5.7% | +22.6% | -16.9% | +2.7% |
| YTD | -9.7% | +79.5% | -89.2% | -16.7% |
| 1Y | -12.5% | +102.0% | -114.5% | -20.6% |
| 3Y | +21.8% | +315.8% | -294.0% | -0.3% |
| All | +8.5% | +1,137.0% | -1,128.4% | -22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling