+58.7%
SO vs FTI
+1,110.9%
-1,052.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +1.1% |
| 7D | +1.0% | -0.2% | +1.2% | +1.0% |
| 30D | -3.2% | +12.3% | -15.5% | -3.7% |
| 3M | -1.7% | +13.8% | -15.5% | -2.2% |
| 6M | -7.2% | +24.3% | -31.5% | -8.1% |
| YTD | +4.6% | +75.8% | -71.2% | +2.0% |
| 1Y | +1.2% | +99.6% | -98.4% | -1.9% |
| 3Y | +45.3% | +278.4% | -233.2% | +34.7% |
| 5Y | +58.7% | +1,168.7% | -1,110.0% | +32.9% |
| All | +58.7% | +1,110.9% | -1,052.2% | +32.9% |
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