+59.8%
SAP vs FTI
+295.6%
-235.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | -2.9% | +5.3% | -8.2% | -3.3% |
| 30D | +9.0% | +15.3% | -6.3% | +7.6% |
| 3M | +14.9% | +15.8% | -0.8% | +13.1% |
| 6M | +11.9% | +22.6% | -10.7% | +9.1% |
| YTD | -9.9% | +79.5% | -89.5% | -16.8% |
| 1Y | -19.5% | +102.0% | -121.6% | -27.1% |
| All | +59.8% | +295.6% | -235.8% | +30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling