+908.6%
SAP vs FTI
+1,715.2%
-806.6%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.5% |
| 7D | +1.6% | -4.3% | +5.9% | +2.5% |
| 30D | +10.5% | -8.0% | +18.6% | +12.4% |
| 3M | +15.2% | -8.0% | +23.2% | +16.8% |
| 6M | +36.7% | -8.7% | +45.4% | +37.9% |
| YTD | -0.6% | +43.9% | -44.4% | -10.7% |
| 1Y | -4.1% | +49.8% | -53.9% | -14.8% |
| 3Y | +73.2% | +211.7% | -138.4% | +24.8% |
| 5Y | +74.1% | +781.6% | -707.4% | -9.0% |
| 10Y | +222.9% | +180.2% | +42.8% | +96.0% |
| All | +908.6% | +1,715.2% | -806.6% | +140.8% |
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 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