+1,750.9%
FTI vs SAN
+402.2%
+1,348.7%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.6% |
| 7D | +1.4% | +3.4% | -2.0% | -0.5% |
| 30D | -6.3% | -6.3% | 0.0% | -3.8% |
| 3M | -13.1% | -14.1% | +1.0% | -7.1% |
| 6M | -8.0% | +4.2% | -12.1% | -12.2% |
| YTD | +47.1% | +9.0% | +38.0% | +34.0% |
| 1Y | +50.7% | +18.8% | +31.9% | +30.8% |
| 3Y | +209.0% | +252.0% | -43.1% | +43.3% |
| 5Y | +847.0% | +299.5% | +547.5% | +290.0% |
| 10Y | +184.3% | +276.7% | -92.3% | +22.1% |
| All | +1,750.9% | +402.2% | +1,348.7% | +489.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling