+179.0%
SAP vs FTI
+297.7%
-118.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | -0.3% | -2.3% | +2.1% | +0.1% |
| 30D | +0.3% | +5.0% | -4.7% | -0.5% |
| 3M | +16.9% | +13.8% | +3.0% | +14.2% |
| 6M | +6.3% | +22.9% | -16.6% | +2.4% |
| YTD | -12.4% | +75.0% | -87.4% | -20.4% |
| 1Y | -21.6% | +96.9% | -118.5% | -30.3% |
| 3Y | +54.8% | +276.7% | -222.0% | +21.6% |
| 5Y | +56.2% | +1,157.0% | -1,100.9% | -3.2% |
| 10Y | +179.0% | +310.7% | -131.6% | +85.0% |
| All | +179.0% | +297.7% | -118.6% | +85.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling