+1,670.8%
SU vs FTI
+2,107.5%
-436.7%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.9% |
| 7D | +1.6% | -2.3% | +3.9% | +2.9% |
| 30D | +10.7% | +5.0% | +5.7% | +7.7% |
| 3M | +13.5% | +13.8% | -0.3% | +5.1% |
| 6M | +21.8% | +22.9% | -1.1% | +7.5% |
| YTD | +58.8% | +75.0% | -16.1% | +14.8% |
| 1Y | +72.0% | +96.9% | -24.8% | +15.6% |
| 3Y | +121.7% | +276.7% | -155.0% | -1.5% |
| 5Y | +350.4% | +1,157.0% | -806.6% | -6.7% |
| 10Y | +264.7% | +310.7% | -46.0% | +14.3% |
| All | +1,670.8% | +2,107.5% | -436.7% | +165.5% |
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