+2,106.5%
SPGI vs FTI
+2,165.1%
-58.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | +0.1% | +5.3% | -5.1% | -1.1% |
| 30D | +8.4% | +15.3% | -6.9% | +4.8% |
| 3M | +11.8% | +15.8% | -3.9% | +7.5% |
| 6M | +5.7% | +22.6% | -16.9% | -0.2% |
| YTD | -9.7% | +79.5% | -89.2% | -22.3% |
| 1Y | -12.5% | +102.0% | -114.5% | -27.0% |
| 3Y | +21.8% | +315.8% | -294.0% | -16.9% |
| 5Y | +8.2% | +1,129.5% | -1,121.3% | -46.7% |
| 10Y | +309.5% | +320.9% | -11.4% | +125.5% |
| All | +2,106.5% | +2,165.1% | -58.7% | +598.6% |
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