+411.8%
SPGI vs FTV
+119.0%
+292.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | +0.3% | +0.2% | +0.1% | +0.1% |
| 30D | +18.4% | +15.7% | +2.7% | +9.8% |
| 3M | +15.7% | +7.5% | +8.2% | +11.2% |
| 6M | +17.3% | +8.5% | +8.8% | +11.7% |
| YTD | -4.7% | +18.8% | -23.5% | -14.5% |
| 1Y | +1.8% | +28.5% | -26.7% | -12.5% |
| 3Y | +31.7% | +34.0% | -2.3% | +7.6% |
| 5Y | +12.1% | +12.6% | -0.5% | -0.7% |
| 10Y | +341.9% | +111.4% | +230.5% | +178.9% |
| All | +411.8% | +119.0% | +292.8% | +224.3% |
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