+261.4%
FTI vs SN
+650.0%
-388.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | -0.3% |
| 7D | +5.4% | +1.4% | +4.0% | +5.2% |
| 30D | -8.2% | +16.6% | -24.8% | -10.4% |
| 3M | -13.7% | +18.3% | -32.0% | -16.1% |
| 6M | -11.2% | +103.1% | -114.2% | -21.9% |
| YTD | +46.0% | +96.7% | -50.7% | +28.3% |
| 1Y | +51.8% | +134.3% | -82.6% | +28.9% |
| 3Y | +206.7% | +425.2% | -218.5% | +141.3% |
| All | +261.4% | +650.0% | -388.6% | +184.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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