+2,159.9%
FTI vs SAN
+493.5%
+1,666.5%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | +0.1% |
| 7D | +5.3% | +1.8% | +3.5% | +4.3% |
| 30D | +15.3% | +2.0% | +13.4% | +14.0% |
| 3M | +15.8% | +19.7% | -4.0% | +4.1% |
| 6M | +22.6% | +30.6% | -8.1% | +3.8% |
| YTD | +79.5% | +28.8% | +50.7% | +51.6% |
| 1Y | +102.0% | +57.8% | +44.3% | +52.3% |
| 3Y | +315.8% | +338.1% | -22.3% | +72.5% |
| 5Y | +1,129.5% | +384.2% | +745.3% | +362.8% |
| 10Y | +320.9% | +353.1% | -32.2% | +65.3% |
| All | +2,159.9% | +493.5% | +1,666.5% | +567.1% |
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