+1,737.6%
FTI vs SBAC
+948.4%
+789.2%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.4% |
| 7D | +5.4% | -3.4% | +8.8% | +5.9% |
| 30D | -8.2% | +2.6% | -10.8% | -8.7% |
| 3M | -13.7% | +2.6% | -16.3% | -14.2% |
| 6M | -11.2% | -11.5% | +0.3% | -9.9% |
| YTD | +46.0% | -1.6% | +47.6% | +44.7% |
| 1Y | +51.8% | -5.1% | +56.9% | +51.3% |
| 3Y | +206.7% | -9.3% | +216.1% | +204.2% |
| 5Y | +862.0% | -41.0% | +903.0% | +912.7% |
| 10Y | +182.3% | +108.0% | +74.2% | +142.4% |
| All | +1,737.6% | +948.4% | +789.2% | +1,177.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling