+194.9%
SO vs FTI
+178.7%
+16.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | 0.0% |
| 7D | -0.1% | -3.3% | +3.2% | +0.1% |
| 30D | +8.7% | -7.2% | +15.9% | +9.2% |
| 3M | +3.4% | -12.9% | +16.2% | +4.3% |
| 6M | +3.7% | -7.9% | +11.6% | +4.1% |
| YTD | +10.0% | +45.2% | -35.1% | +6.2% |
| 1Y | +6.6% | +48.1% | -41.5% | +2.6% |
| 3Y | +52.5% | +205.0% | -152.5% | +35.9% |
| 5Y | +76.1% | +838.8% | -762.8% | +37.0% |
| 10Y | +194.9% | +174.8% | +20.1% | +104.5% |
| All | +194.9% | +178.7% | +16.2% | +104.5% |
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 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