+77.3%
SO vs FTI
+771.0%
-693.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.3% |
| 7D | -1.1% | -4.3% | +3.2% | -0.9% |
| 30D | +8.6% | -8.0% | +16.6% | +8.9% |
| 3M | +1.8% | -8.0% | +9.8% | +2.0% |
| 6M | +3.6% | -8.7% | +12.3% | +3.8% |
| YTD | +9.9% | +43.9% | -33.9% | +7.8% |
| 1Y | +5.7% | +49.8% | -44.1% | +3.5% |
| 3Y | +52.5% | +211.7% | -159.2% | +41.5% |
| 5Y | +77.3% | +781.6% | -704.2% | +48.4% |
| All | +77.3% | +771.0% | -693.7% | +48.4% |
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