+1,157.0%
FTI vs SAN
+384.1%
+773.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | 0.0% |
| 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% | +5.9% |
| 6M | +22.9% | +32.7% | -9.8% | +8.8% |
| YTD | +75.0% | +26.7% | +48.3% | +56.6% |
| 1Y | +96.9% | +51.6% | +45.2% | +63.1% |
| 3Y | +276.7% | +348.7% | -72.0% | +90.3% |
| 5Y | +1,157.0% | +378.7% | +778.3% | +493.3% |
| All | +1,157.0% | +384.1% | +773.0% | +493.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling