+385.2%
SPGI vs FTV
+90.8%
+294.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.1% |
| 7D | +0.1% | -4.5% | +4.6% | +2.5% |
| 30D | +8.4% | -7.1% | +15.5% | +12.5% |
| 3M | +11.8% | -7.2% | +19.0% | +15.7% |
| 6M | +5.7% | -1.5% | +7.2% | +5.8% |
| YTD | -9.7% | +3.5% | -13.1% | -12.8% |
| 1Y | -12.5% | +20.3% | -32.8% | -22.4% |
| 3Y | +21.8% | -3.1% | +24.9% | +18.8% |
| 5Y | +8.2% | +2.3% | +5.8% | +0.6% |
| 10Y | +309.5% | +76.3% | +233.2% | +181.0% |
| All | +385.2% | +90.8% | +294.5% | +230.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling