+184.1%
FTI vs SAN
+270.1%
-86.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +1.7% |
| 7D | +4.3% | +4.0% | +0.3% | +1.7% |
| 30D | -4.7% | -7.8% | +3.2% | -0.8% |
| 3M | -13.5% | -16.4% | +2.8% | -4.8% |
| 6M | -8.7% | +3.5% | -12.2% | -13.6% |
| YTD | +49.0% | +6.7% | +42.3% | +34.2% |
| 1Y | +54.0% | +14.5% | +39.5% | +32.0% |
| 3Y | +211.6% | +243.5% | -31.9% | +16.9% |
| 5Y | +881.9% | +296.2% | +585.7% | +204.6% |
| All | +184.1% | +270.1% | -86.0% | -11.7% |
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