+343.3%
SPGI vs FTV
+109.2%
+234.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.0% |
| 7D | +1.2% | +3.9% | -2.7% | -0.8% |
| 30D | +15.9% | +18.7% | -2.7% | +5.9% |
| 3M | +12.3% | +10.0% | +2.3% | +6.5% |
| 6M | +23.7% | +14.6% | +9.1% | +14.3% |
| YTD | -3.5% | +23.4% | -27.0% | -15.3% |
| 1Y | +0.4% | +31.3% | -30.9% | -14.8% |
| 3Y | +29.9% | +39.8% | -9.9% | +3.3% |
| 5Y | +15.2% | +17.7% | -2.5% | -0.5% |
| All | +343.3% | +109.2% | +234.1% | +170.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling