+295.8%
FTI vs SNY
+64.5%
+231.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | -4.4% | -3.3% | -1.1% | -3.4% |
| 30D | +1.5% | -2.2% | +3.6% | +2.1% |
| 3M | +8.2% | -3.0% | +11.2% | +8.9% |
| 6M | +18.8% | +2.7% | +16.1% | +17.0% |
| YTD | +71.7% | -6.8% | +78.5% | +74.3% |
| 1Y | +90.0% | -5.3% | +95.3% | +91.1% |
| 3Y | +270.5% | -9.8% | +280.3% | +265.7% |
| 5Y | +1,084.5% | +9.7% | +1,074.9% | +928.5% |
| All | +295.8% | +64.5% | +231.3% | +190.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling