+209.5%
FTI vs SN
+412.9%
-203.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.7% | +0.5% | +2.6% |
| 7D | -7.6% | +7.2% | -14.8% | -8.8% |
| 30D | -7.1% | +20.4% | -27.5% | -10.6% |
| 3M | -8.7% | +23.9% | -32.6% | -12.8% |
| 6M | -14.0% | +93.0% | -107.0% | -26.3% |
| YTD | +42.8% | +99.2% | -56.4% | +20.3% |
| 1Y | +50.4% | +142.6% | -92.2% | +20.1% |
| All | +209.5% | +412.9% | -203.5% | +87.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling