+211.6%
FTI vs SFM
+27.3%
+184.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.7% | +2.0% |
| 7D | +4.3% | +6.0% | -1.7% | +3.8% |
| 30D | -4.7% | -19.5% | +14.8% | -3.3% |
| 3M | -13.5% | -37.0% | +23.5% | -10.7% |
| 6M | -8.7% | -41.0% | +32.3% | -5.3% |
| YTD | +49.0% | -34.6% | +83.7% | +52.1% |
| 1Y | +54.0% | -36.3% | +90.3% | +57.8% |
| 3Y | +211.6% | +24.5% | +187.1% | +178.1% |
| All | +211.6% | +27.3% | +184.3% | +178.1% |
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