+2,227.3%
SPGI vs FTI
+1,702.1%
+525.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.1% | -4.1% | -1.7% |
| 7D | +0.3% | -7.6% | +7.9% | +2.0% |
| 30D | +18.4% | -7.1% | +25.5% | +20.0% |
| 3M | +15.7% | -8.7% | +24.4% | +17.5% |
| 6M | +17.3% | -14.0% | +31.3% | +20.1% |
| YTD | -4.7% | +42.8% | -47.6% | -13.9% |
| 1Y | +1.8% | +50.4% | -48.6% | -9.2% |
| 3Y | +31.7% | +194.1% | -162.4% | -2.7% |
| 5Y | +12.1% | +775.2% | -763.1% | -40.0% |
| 10Y | +341.9% | +189.2% | +152.8% | +167.6% |
| All | +2,227.3% | +1,702.1% | +525.2% | +673.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling