+75.1%
SAP vs FTI
+191.5%
-116.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.1% | -7.3% | -4.4% |
| 7D | -0.7% | -7.6% | +7.0% | -0.1% |
| 30D | +11.1% | -7.1% | +18.2% | +11.6% |
| 3M | +17.0% | -8.7% | +25.7% | +17.6% |
| 6M | +34.8% | -14.0% | +48.8% | +36.1% |
| YTD | -2.2% | +42.8% | -45.1% | -8.5% |
| 1Y | -6.4% | +50.4% | -56.8% | -13.3% |
| 3Y | +75.1% | +194.1% | -119.0% | +42.8% |
| All | +75.1% | +191.5% | -116.3% | +42.8% |
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