+90.0%
FTI vs SITM
+155.7%
-65.7%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.5% | -4.5% | +0.8% |
| 7D | -4.4% | +3.9% | -8.2% | -4.6% |
| 30D | +1.5% | -6.6% | +8.1% | +1.7% |
| 3M | +8.2% | -11.9% | +20.1% | +8.6% |
| 6M | +18.8% | +81.1% | -62.3% | +11.4% |
| YTD | +71.7% | +80.0% | -8.3% | +61.1% |
| 1Y | +90.0% | +145.8% | -55.8% | +76.2% |
| All | +90.0% | +155.7% | -65.7% | +76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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