+295.8%
FTI vs SAN
+357.1%
-61.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.3% | -1.3% | -0.4% |
| 7D | -4.4% | +0.2% | -4.6% | -4.5% |
| 30D | +1.5% | +0.9% | +0.5% | +0.8% |
| 3M | +8.2% | +19.1% | -10.9% | -4.2% |
| 6M | +18.8% | +33.2% | -14.4% | -3.9% |
| YTD | +71.7% | +29.1% | +42.6% | +39.6% |
| 1Y | +90.0% | +50.2% | +39.8% | +38.9% |
| 3Y | +270.5% | +351.0% | -80.5% | +18.5% |
| 5Y | +1,084.5% | +394.7% | +689.9% | +227.1% |
| All | +295.8% | +357.1% | -61.3% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 10y: compounded portfolio wealth divided by compounded SAN 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…
10y analysis · Full analysis span regression · 6 months rolling