+277.6%
FTI vs SAN
+343.8%
-66.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.2% |
| 7D | -2.3% | -0.5% | -1.9% | -2.2% |
| 30D | +5.0% | -0.1% | +5.1% | +5.0% |
| 3M | +13.8% | +19.6% | -5.8% | +8.7% |
| 6M | +22.9% | +32.7% | -9.8% | +13.4% |
| YTD | +75.0% | +26.7% | +48.3% | +62.6% |
| 1Y | +96.9% | +51.6% | +45.2% | +73.0% |
| All | +277.6% | +343.8% | -66.2% | +176.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling