+54.6%
FTI vs SNY
+2.7%
+51.9%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.7% | -8.1% | -3.0% |
| 7D | -9.7% | +12.4% | -22.0% | -8.9% |
| 30D | -8.2% | +20.1% | -28.3% | -7.4% |
| 3M | -7.8% | +11.2% | -19.0% | -6.8% |
| 6M | -13.4% | +9.5% | -22.9% | -12.7% |
| YTD | +45.1% | +3.4% | +41.7% | +47.4% |
| 1Y | +54.6% | +2.0% | +52.6% | +57.3% |
| All | +54.6% | +2.7% | +51.9% | +57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 1y: compounded portfolio wealth divided by compounded SNY 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…
1y analysis · Full analysis span regression · 6 months rolling