+86.2%
SU vs FTI
+57.1%
+29.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.4% | -1.2% | -3.0% |
| 7D | -7.1% | -9.7% | +2.6% | -3.0% |
| 30D | +4.8% | -8.2% | +12.9% | +8.5% |
| 3M | +12.5% | -7.8% | +20.3% | +16.1% |
| 6M | +6.5% | -13.4% | +19.9% | +12.0% |
| YTD | +65.8% | +45.1% | +20.7% | +39.1% |
| 1Y | +86.2% | +54.6% | +31.6% | +53.3% |
| All | +86.2% | +57.1% | +29.0% | +53.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling