-67.0%
SE vs FTI
+1,110.9%
-1,178.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.2% | +1.7% |
| 7D | +0.6% | -0.2% | +0.8% | +0.6% |
| 30D | -0.1% | +12.3% | -12.4% | -3.3% |
| 3M | +34.1% | +13.8% | +20.4% | +28.4% |
| 6M | +23.2% | +24.3% | -1.1% | +14.3% |
| YTD | -11.2% | +75.8% | -86.9% | -25.7% |
| 1Y | -40.5% | +99.6% | -140.2% | -52.4% |
| 3Y | +196.3% | +278.4% | -82.1% | +91.8% |
| 5Y | -67.0% | +1,168.7% | -1,235.7% | -85.9% |
| All | -67.0% | +1,110.9% | -1,178.0% | -85.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling