+344.5%
FTI vs SN
+490.7%
-146.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | +5.3% | -9.3% | +14.6% | +6.9% |
| 30D | +15.3% | -4.8% | +20.1% | +16.1% |
| 3M | +15.8% | +40.4% | -24.7% | +8.5% |
| 6M | +22.6% | +50.9% | -28.4% | +12.8% |
| YTD | +79.5% | +54.9% | +24.6% | +64.0% |
| 1Y | +102.0% | +43.0% | +59.0% | +86.5% |
| 3Y | +315.8% | +391.8% | -76.0% | +242.1% |
| All | +344.5% | +490.7% | -146.2% | +263.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling