+154.8%
SO vs FTI
+301.2%
-146.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.4% |
| 7D | -1.1% | -5.6% | +4.5% | -0.7% |
| 30D | -3.7% | +0.4% | -4.2% | -3.8% |
| 3M | -5.9% | +8.1% | -14.0% | -6.6% |
| 6M | -7.3% | +16.7% | -24.0% | -8.7% |
| YTD | +3.1% | +70.0% | -66.9% | -1.6% |
| 1Y | -1.0% | +85.4% | -86.4% | -6.3% |
| 3Y | +43.2% | +265.9% | -222.7% | +26.0% |
| 5Y | +59.1% | +1,072.7% | -1,013.6% | +21.7% |
| All | +154.8% | +301.2% | -146.5% | +74.8% |
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