+1,750.9%
FTI vs SM
+231.2%
+1,519.8%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.6% | -4.3% | -0.9% |
| 7D | +1.4% | +0.3% | +1.1% | +1.2% |
| 30D | -6.3% | -17.3% | +11.1% | +0.4% |
| 3M | -13.1% | -3.6% | -9.5% | -13.0% |
| 6M | -8.0% | +2.9% | -10.9% | -11.4% |
| YTD | +47.1% | +70.2% | -23.2% | +13.2% |
| 1Y | +50.7% | +66.5% | -15.8% | +16.8% |
| 3Y | +209.0% | -8.2% | +217.2% | +192.6% |
| 5Y | +847.0% | -1.5% | +848.5% | +735.4% |
| 10Y | +184.3% | +11.9% | +172.4% | +24.4% |
| All | +1,750.9% | +231.2% | +1,519.8% | +165.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling