+1,698.0%
FTI vs SUI
+1,404.4%
+293.5%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.5% | +4.6% | +3.8% |
| 7D | -7.6% | +6.2% | -13.8% | -10.3% |
| 30D | -7.1% | +8.6% | -15.7% | -11.0% |
| 3M | -8.7% | +1.0% | -9.7% | -9.9% |
| 6M | -14.0% | -2.6% | -11.4% | -14.1% |
| YTD | +42.8% | -0.1% | +43.0% | +40.5% |
| 1Y | +50.4% | +0.5% | +49.9% | +47.5% |
| 3Y | +194.1% | +15.3% | +178.9% | +163.0% |
| 5Y | +775.2% | -26.1% | +801.4% | +838.8% |
| 10Y | +189.2% | +117.8% | +71.4% | +79.0% |
| All | +1,698.0% | +1,404.4% | +293.5% | +266.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling