+1,133.2%
FTI vs SUI
-32.0%
+1,165.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | +5.3% | -2.8% | +8.1% | +6.0% |
| 30D | +15.3% | -1.2% | +16.5% | +15.6% |
| 3M | +15.8% | -1.7% | +17.5% | +16.0% |
| 6M | +22.6% | -10.5% | +33.1% | +25.6% |
| YTD | +79.5% | -1.8% | +81.4% | +79.4% |
| 1Y | +102.0% | -4.1% | +106.1% | +102.8% |
| 3Y | +315.8% | +11.3% | +304.6% | +291.1% |
| All | +1,133.2% | -32.0% | +1,165.2% | +1,176.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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