+205.3%
FTI vs SBAC
-8.5%
+213.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.7% |
| 7D | +5.4% | -3.4% | +8.8% | +5.4% |
| 30D | -8.2% | +2.6% | -10.8% | -8.2% |
| 3M | -13.7% | +2.6% | -16.3% | -13.7% |
| 6M | -11.2% | -11.5% | +0.3% | -11.1% |
| YTD | +46.0% | -1.6% | +47.6% | +45.7% |
| 1Y | +51.8% | -5.1% | +56.9% | +51.6% |
| All | +205.3% | -8.5% | +213.8% | +203.2% |
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