+113.4%
FTI vs SFM
+132.6%
-19.2%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.2% | -0.7% |
| 7D | +5.3% | -0.1% | +5.3% | +5.3% |
| 30D | +15.3% | -4.4% | +19.7% | +15.9% |
| 3M | +15.8% | +1.5% | +14.2% | +14.8% |
| 6M | +22.6% | +6.5% | +16.1% | +19.9% |
| YTD | +79.5% | +2.2% | +77.4% | +76.3% |
| 1Y | +102.0% | -41.9% | +143.9% | +116.3% |
| 3Y | +315.8% | +106.8% | +209.1% | +256.1% |
| 5Y | +1,129.5% | +231.6% | +897.9% | +844.8% |
| 10Y | +320.9% | +258.4% | +62.5% | +202.8% |
| All | +113.4% | +132.6% | -19.2% | +67.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling