+335.1%
FTI vs SN
+496.6%
-161.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -2.3% |
| 7D | -0.2% | +0.1% | -0.3% | -0.2% |
| 30D | +12.3% | -5.6% | +17.9% | +13.3% |
| 3M | +13.8% | +48.1% | -34.3% | +5.6% |
| 6M | +24.3% | +57.6% | -33.3% | +13.4% |
| YTD | +75.8% | +56.5% | +19.3% | +60.3% |
| 1Y | +99.6% | +52.6% | +47.1% | +82.1% |
| 3Y | +278.4% | +412.0% | -133.5% | +211.3% |
| All | +335.1% | +496.6% | -161.5% | +255.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling