+1,036.2%
FTI vs SITM
+187.3%
+848.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.5% | -4.5% | +0.3% |
| 7D | -4.4% | +3.9% | -8.2% | -4.9% |
| 30D | +1.5% | -6.6% | +8.1% | +2.2% |
| 3M | +8.2% | -11.9% | +20.1% | +8.5% |
| 6M | +18.8% | +81.1% | -62.3% | +5.3% |
| YTD | +71.7% | +80.0% | -8.3% | +51.2% |
| 1Y | +90.0% | +145.8% | -55.8% | +57.4% |
| 3Y | +270.5% | +475.9% | -205.4% | +153.0% |
| All | +1,036.2% | +187.3% | +848.9% | +701.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling