+813.8%
SAP vs FTI
+2,165.1%
-1,351.3%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -2.9% | +5.3% | -8.2% | -4.1% |
| 30D | +9.0% | +15.3% | -6.3% | +5.3% |
| 3M | +14.9% | +15.8% | -0.8% | +10.3% |
| 6M | +11.9% | +22.6% | -10.7% | +5.5% |
| YTD | -9.9% | +79.5% | -89.5% | -22.8% |
| 1Y | -19.5% | +102.0% | -121.6% | -33.2% |
| 3Y | +61.8% | +315.8% | -254.0% | +8.9% |
| 5Y | +56.2% | +1,129.5% | -1,073.3% | -24.8% |
| 10Y | +180.6% | +320.9% | -140.3% | +52.9% |
| All | +813.8% | +2,165.1% | -1,351.3% | +108.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling