-12.5%
SPGI vs FTV
+21.5%
-34.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.3% |
| 7D | +0.1% | -4.6% | +4.7% | +1.2% |
| 30D | +8.4% | -7.2% | +15.6% | +10.2% |
| 3M | +11.8% | -7.3% | +19.1% | +13.6% |
| 6M | +5.7% | -1.6% | +7.3% | +5.9% |
| YTD | -9.7% | +3.3% | -13.0% | -10.2% |
| 1Y | -12.5% | +20.2% | -32.7% | -13.5% |
| All | -12.5% | +21.5% | -34.0% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 1y: compounded portfolio wealth divided by compounded FTV 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…
1y analysis · Full analysis span regression · 6 months rolling