-85.6%
SMR vs FTI
+57.1%
-142.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.4% | -1.1% | -4.3% |
| 7D | -9.5% | -9.7% | +0.1% | -9.2% |
| 30D | -33.2% | -8.2% | -25.0% | -33.0% |
| 3M | -45.9% | -7.8% | -38.1% | -46.0% |
| 6M | -57.9% | -13.4% | -44.5% | -57.2% |
| YTD | -63.8% | +45.1% | -108.8% | -82.1% |
| 1Y | -85.6% | +54.6% | -140.2% | -93.9% |
| All | -85.6% | +57.1% | -142.7% | -93.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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