+333.2%
FTI vs SN
+476.8%
-143.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | +0.1% |
| 7D | -2.3% | -3.4% | +1.1% | -1.8% |
| 30D | +5.0% | -9.1% | +14.1% | +6.5% |
| 3M | +13.8% | +31.8% | -17.9% | +7.9% |
| 6M | +22.9% | +52.0% | -29.1% | +12.8% |
| YTD | +75.0% | +51.3% | +23.7% | +60.4% |
| 1Y | +96.9% | +46.9% | +50.0% | +80.7% |
| 3Y | +276.7% | +394.9% | -118.2% | +211.6% |
| All | +333.2% | +476.8% | -143.6% | +255.9% |
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