+2.9%
SPGI vs FTV
+37.8%
-34.9%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.3% | +1.1% | +2.7% |
| 7D | +7.2% | +6.6% | +0.6% | +5.3% |
| 30D | +23.2% | +19.1% | +4.1% | +17.5% |
| 3M | +17.0% | +13.1% | +3.9% | +13.0% |
| 6M | +20.4% | +14.0% | +6.4% | +15.9% |
| YTD | -1.9% | +24.2% | -26.1% | -7.4% |
| 1Y | +2.9% | +36.4% | -33.5% | -5.4% |
| All | +2.9% | +37.8% | -34.9% | -5.4% |
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