+883.3%
FTI vs SFM
+116.0%
+767.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.7% | +1.9% |
| 7D | +4.3% | +6.0% | -1.7% | +3.8% |
| 30D | -4.7% | -19.5% | +14.8% | -3.2% |
| 3M | -13.5% | -37.0% | +23.5% | -10.3% |
| 6M | -8.7% | -41.0% | +32.3% | -5.0% |
| YTD | +49.0% | -34.6% | +83.7% | +52.6% |
| 1Y | +54.0% | -36.3% | +90.3% | +58.2% |
| 3Y | +211.6% | +24.5% | +187.1% | +199.0% |
| All | +883.3% | +116.0% | +767.3% | +845.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling