-5.9%
SAP vs FTI
+57.1%
-63.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.4% | +7.6% | +3.7% |
| 7D | +1.3% | -9.7% | +11.0% | -0.1% |
| 30D | +15.5% | -8.2% | +23.7% | +14.3% |
| 3M | +22.8% | -7.8% | +30.6% | +21.6% |
| 6M | +42.5% | -13.4% | +55.9% | +41.0% |
| YTD | +0.5% | +45.1% | -44.5% | +1.3% |
| 1Y | -5.9% | +54.6% | -60.5% | -7.9% |
| All | -5.9% | +57.1% | -63.0% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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