+279.3%
FTI vs SM
-1.8%
+281.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.6% | -5.7% | -3.6% |
| 7D | -0.2% | -0.2% | 0.0% | -0.2% |
| 30D | +12.3% | +31.5% | -19.2% | +0.1% |
| 3M | +13.8% | +17.3% | -3.6% | +5.3% |
| 6M | +24.3% | +48.5% | -24.2% | +1.6% |
| YTD | +75.8% | +106.3% | -30.5% | +21.4% |
| 1Y | +99.6% | +47.3% | +52.3% | +60.9% |
| All | +279.3% | -1.8% | +281.1% | +242.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling