+1,775.6%
FTI vs SM
+247.8%
+1,527.7%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | +4.3% | +9.4% | -5.1% | +0.5% |
| 30D | -4.7% | -14.4% | +9.7% | +0.6% |
| 3M | -13.5% | +1.6% | -15.1% | -15.2% |
| 6M | -8.7% | +6.3% | -15.1% | -13.3% |
| YTD | +49.0% | +78.8% | -29.8% | +12.4% |
| 1Y | +54.0% | +83.1% | -29.1% | +14.9% |
| 3Y | +211.6% | -5.9% | +217.5% | +192.1% |
| 5Y | +881.9% | +4.8% | +877.1% | +744.7% |
| 10Y | +188.1% | +17.5% | +170.6% | +23.5% |
| All | +1,775.6% | +247.8% | +1,527.7% | +163.3% |
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