+277.6%
FTI vs SBAC
-8.7%
+286.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.4% |
| 7D | -2.3% | +0.2% | -2.5% | -2.3% |
| 30D | +5.0% | +3.9% | +1.2% | +4.9% |
| 3M | +13.8% | -8.2% | +22.0% | +14.2% |
| 6M | +22.9% | -2.8% | +25.7% | +22.7% |
| YTD | +75.0% | -1.5% | +76.5% | +74.6% |
| 1Y | +96.9% | 0.0% | +96.9% | +96.2% |
| All | +277.6% | -8.7% | +286.4% | +251.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling