+415.4%
SPGI vs FTV
+124.8%
+290.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | -0.7% |
| 7D | -0.9% | +0.4% | -1.2% | -1.1% |
| 30D | +15.5% | +17.2% | -1.7% | +6.4% |
| 3M | +15.7% | +8.9% | +6.8% | +10.4% |
| 6M | +19.1% | +11.3% | +7.8% | +11.9% |
| YTD | -4.1% | +21.9% | -26.0% | -15.0% |
| 1Y | +1.2% | +31.6% | -30.4% | -14.0% |
| 3Y | +31.6% | +38.1% | -6.5% | +5.8% |
| 5Y | +12.4% | +15.7% | -3.3% | -1.7% |
| 10Y | +334.3% | +107.5% | +226.8% | +173.6% |
| All | +415.4% | +124.8% | +290.6% | +222.1% |
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 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