+553.4%
SE vs FTI
+347.7%
+205.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.4% | -1.5% |
| 7D | -5.2% | -4.4% | -0.8% | -4.4% |
| 30D | -17.1% | +1.5% | -18.6% | -17.4% |
| 3M | +24.0% | +8.2% | +15.8% | +21.4% |
| 6M | +21.0% | +18.8% | +2.1% | +15.9% |
| YTD | -16.7% | +71.7% | -88.4% | -26.0% |
| 1Y | -45.9% | +90.0% | -136.0% | -53.1% |
| 3Y | +177.8% | +270.5% | -92.7% | +108.6% |
| 5Y | -67.4% | +1,084.5% | -1,151.9% | -80.4% |
| All | +553.4% | +347.7% | +205.7% | +328.2% |
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