+54.0%
FTI vs SFM
-36.8%
+90.8%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.7% | +2.1% |
| 7D | +4.3% | +6.0% | -1.7% | +4.6% |
| 30D | -4.7% | -19.5% | +14.8% | -5.7% |
| 3M | -13.5% | -37.0% | +23.5% | -16.6% |
| 6M | -8.7% | -41.0% | +32.3% | -11.9% |
| YTD | +49.0% | -34.6% | +83.7% | +47.5% |
| 1Y | +54.0% | -36.3% | +90.3% | +53.0% |
| All | +54.0% | -36.8% | +90.8% | +53.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling