+1,175.1%
SO vs FTI
+1,715.2%
-540.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.3% |
| 7D | -1.1% | -4.3% | +3.2% | -0.7% |
| 30D | +8.6% | -8.0% | +16.6% | +9.3% |
| 3M | +1.8% | -8.0% | +9.8% | +2.4% |
| 6M | +3.6% | -8.7% | +12.3% | +4.2% |
| YTD | +9.9% | +43.9% | -33.9% | +5.5% |
| 1Y | +5.7% | +49.8% | -44.1% | +1.0% |
| 3Y | +52.5% | +211.7% | -159.2% | +33.3% |
| 5Y | +77.3% | +781.6% | -704.2% | +35.6% |
| 10Y | +186.8% | +180.2% | +6.6% | +126.2% |
| All | +1,175.1% | +1,715.2% | -540.1% | +609.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling