+268.9%
FTI vs SN
+671.3%
-402.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.8% | -0.8% | +1.7% |
| 7D | +4.3% | +1.5% | +2.8% | +4.1% |
| 30D | -4.7% | +21.5% | -26.2% | -7.5% |
| 3M | -13.5% | +20.0% | -33.6% | -16.1% |
| 6M | -8.7% | +119.9% | -128.6% | -20.8% |
| YTD | +49.0% | +102.3% | -53.3% | +30.4% |
| 1Y | +54.0% | +148.0% | -94.0% | +29.6% |
| 3Y | +211.6% | +450.0% | -238.4% | +144.2% |
| All | +268.9% | +671.3% | -402.4% | +189.3% |
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