+278.4%
FTI vs SFM
+96.9%
+181.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.5% | +4.4% | -1.6% |
| 7D | -0.2% | -5.8% | +5.6% | +0.3% |
| 30D | +12.3% | -11.4% | +23.7% | +13.3% |
| 3M | +13.8% | -12.2% | +26.0% | +14.7% |
| 6M | +24.3% | -5.2% | +29.4% | +23.9% |
| YTD | +75.8% | -4.5% | +80.2% | +74.7% |
| 1Y | +99.6% | -45.4% | +145.0% | +120.7% |
| 3Y | +278.4% | +91.1% | +187.3% | +239.9% |
| All | +278.4% | +96.9% | +181.6% | +239.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling