-73.1%
SMR vs FTI
+108.8%
-181.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | +4.4% | +5.3% | -0.9% | +4.2% |
| 30D | +3.4% | +15.3% | -11.9% | +2.9% |
| 3M | -19.2% | +15.8% | -34.9% | -19.7% |
| 6M | -22.6% | +22.6% | -45.2% | -29.3% |
| YTD | -31.5% | +79.5% | -111.1% | -48.2% |
| 1Y | -73.1% | +102.0% | -175.1% | -79.7% |
| All | -73.1% | +108.8% | -181.8% | -79.7% |
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