+295.8%
FTI vs SFM
+271.4%
+24.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.9% |
| 7D | -4.4% | -10.6% | +6.2% | -3.0% |
| 30D | +1.5% | -15.5% | +16.9% | +3.6% |
| 3M | +8.2% | -17.4% | +25.6% | +10.4% |
| 6M | +18.8% | -3.4% | +22.3% | +17.9% |
| YTD | +71.7% | -8.7% | +80.4% | +71.3% |
| 1Y | +90.0% | -47.2% | +137.2% | +105.7% |
| 3Y | +270.5% | +82.7% | +187.8% | +226.3% |
| 5Y | +1,084.5% | +214.3% | +870.2% | +829.3% |
| All | +295.8% | +271.4% | +24.4% | +195.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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