+90.9%
FTI vs SM
+50.7%
+40.2%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | -2.3% | -0.2% | -2.1% | -2.3% |
| 30D | +5.0% | +20.3% | -15.3% | +0.6% |
| 3M | +13.8% | +22.9% | -9.1% | +7.9% |
| 6M | +22.9% | +47.8% | -24.9% | +11.7% |
| YTD | +75.0% | +107.5% | -32.5% | +44.6% |
| All | +90.9% | +50.7% | +40.2% | +69.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling