+184.1%
FTI vs SBAC
+114.8%
+69.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.5% | +0.6% | +1.8% |
| 7D | +4.3% | +0.6% | +3.7% | +4.2% |
| 30D | -4.7% | +5.5% | -10.1% | -5.7% |
| 3M | -13.5% | +3.1% | -16.6% | -14.2% |
| 6M | -8.7% | -7.0% | -1.7% | -7.9% |
| YTD | +49.0% | +0.5% | +48.5% | +46.7% |
| 1Y | +54.0% | +0.2% | +53.8% | +51.7% |
| 3Y | +211.6% | -7.4% | +219.0% | +205.5% |
| 5Y | +881.9% | -39.7% | +921.6% | +970.3% |
| All | +184.1% | +114.8% | +69.3% | +151.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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