+253.6%
FTI vs SN
+659.6%
-405.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.7% | +0.5% | +2.8% |
| 7D | -7.6% | +7.2% | -14.8% | -8.6% |
| 30D | -7.1% | +20.4% | -27.5% | -9.8% |
| 3M | -8.7% | +23.9% | -32.6% | -11.9% |
| 6M | -14.0% | +93.0% | -107.0% | -23.6% |
| YTD | +42.8% | +99.2% | -56.4% | +25.3% |
| 1Y | +50.4% | +142.6% | -92.2% | +26.9% |
| 3Y | +194.1% | +398.8% | -204.7% | +130.7% |
| All | +253.6% | +659.6% | -405.9% | +178.0% |
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