+295.8%
FTI vs SBAC
+87.1%
+208.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.6% |
| 7D | -4.4% | -2.1% | -2.3% | -4.0% |
| 30D | +1.5% | +2.0% | -0.5% | +1.1% |
| 3M | +8.2% | -8.3% | +16.5% | +9.8% |
| 6M | +18.8% | +0.3% | +18.5% | +17.5% |
| YTD | +71.7% | -2.2% | +73.9% | +70.3% |
| 1Y | +90.0% | -4.6% | +94.7% | +89.4% |
| 3Y | +270.5% | -8.3% | +278.8% | +263.6% |
| 5Y | +1,084.5% | -42.8% | +1,127.4% | +1,204.9% |
| All | +295.8% | +87.1% | +208.7% | +270.5% |
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