+2.2%
SPGI vs FTV
+1.8%
+0.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.3% | -2.0% |
| 7D | -3.1% | -1.3% | -1.8% | -2.5% |
| 30D | +2.0% | -9.5% | +11.5% | +6.8% |
| 3M | +4.3% | -10.9% | +15.2% | +9.6% |
| 6M | -0.2% | -0.6% | +0.4% | -0.6% |
| YTD | -14.8% | +1.4% | -16.2% | -16.6% |
| 1Y | -18.5% | +17.6% | -36.2% | -26.4% |
| 3Y | +16.0% | -3.3% | +19.2% | +13.7% |
| 5Y | +2.2% | -0.1% | +2.4% | -4.7% |
| All | +2.2% | +1.8% | +0.4% | -4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling