+2,159.9%
FTI vs SM
+287.3%
+1,872.7%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | +0.7% |
| 7D | +5.3% | +0.1% | +5.2% | +5.2% |
| 30D | +15.3% | +26.3% | -11.0% | +5.0% |
| 3M | +15.8% | +8.7% | +7.1% | +10.9% |
| 6M | +22.6% | +51.7% | -29.1% | +1.0% |
| YTD | +79.5% | +99.0% | -19.5% | +31.4% |
| 1Y | +102.0% | +34.6% | +67.4% | +71.0% |
| 3Y | +315.8% | -7.8% | +323.6% | +296.1% |
| 5Y | +1,129.5% | +104.8% | +1,024.7% | +722.5% |
| 10Y | +320.9% | +7.2% | +313.7% | +89.2% |
| All | +2,159.9% | +287.3% | +1,872.7% | +208.0% |
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