+2,159.9%
FTI vs SBAC
+964.5%
+1,195.4%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.1% |
| 7D | +5.3% | -0.8% | +6.1% | +5.4% |
| 30D | +15.3% | +6.9% | +8.4% | +14.1% |
| 3M | +15.8% | -8.2% | +24.0% | +17.0% |
| 6M | +22.6% | -1.6% | +24.2% | +21.9% |
| YTD | +79.5% | -0.1% | +79.7% | +77.9% |
| 1Y | +102.0% | -0.5% | +102.5% | +100.0% |
| 3Y | +315.8% | -9.1% | +324.9% | +312.6% |
| 5Y | +1,129.5% | -43.8% | +1,173.3% | +1,205.2% |
| 10Y | +320.9% | +80.5% | +240.4% | +269.5% |
| All | +2,159.9% | +964.5% | +1,195.4% | +1,469.7% |
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