+295.8%
FTI vs SM
+23.0%
+272.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | -4.4% | +4.6% | -8.9% | -6.0% |
| 30D | +1.5% | +18.2% | -16.7% | -4.6% |
| 3M | +8.2% | +22.5% | -14.3% | -0.2% |
| 6M | +18.8% | +50.6% | -31.7% | +0.2% |
| YTD | +71.7% | +108.1% | -36.4% | +27.4% |
| 1Y | +90.0% | +46.0% | +44.0% | +58.9% |
| 3Y | +270.5% | +2.9% | +267.6% | +242.3% |
| 5Y | +1,084.5% | +112.6% | +971.9% | +731.3% |
| All | +295.8% | +23.0% | +272.8% | +87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling