-43.7%
SE vs FTI
+95.4%
-139.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.6% | -4.1% |
| 7D | -3.6% | -2.3% | -1.3% | -3.6% |
| 30D | -5.3% | +5.0% | -10.3% | -5.4% |
| 3M | +28.1% | +13.8% | +14.2% | +27.4% |
| 6M | +20.7% | +22.9% | -2.2% | +16.7% |
| YTD | -14.8% | +75.0% | -89.8% | -21.2% |
| All | -43.7% | +95.4% | -139.1% | -50.5% |
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