-48.0%
SE vs FTI
+50.1%
-98.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.3% | -5.0% | -3.6% |
| 7D | -7.7% | +1.4% | -9.1% | -7.7% |
| 30D | -22.8% | -6.3% | -16.6% | -23.2% |
| 3M | -43.7% | -13.1% | -30.6% | -44.3% |
| 6M | -12.8% | -8.0% | -4.8% | -13.3% |
| YTD | -42.0% | +47.1% | -89.1% | -44.7% |
| 1Y | -48.0% | +50.7% | -98.7% | -51.0% |
| All | -48.0% | +50.1% | -98.1% | -51.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling