+457.9%
FTI vs SITM
+4,507.3%
-4,049.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -1.8% |
| 7D | -0.2% | +8.4% | -8.5% | -1.4% |
| 30D | +12.3% | -17.4% | +29.8% | +15.3% |
| 3M | +13.8% | -9.8% | +23.6% | +13.5% |
| 6M | +24.3% | +83.0% | -58.7% | +8.4% |
| YTD | +75.8% | +69.6% | +6.2% | +54.0% |
| 1Y | +99.6% | +144.9% | -45.3% | +61.9% |
| 3Y | +278.4% | +429.9% | -151.4% | +150.5% |
| 5Y | +1,168.7% | +169.2% | +999.5% | +755.0% |
| All | +457.9% | +4,507.3% | -4,049.4% | +77.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling