+1.5%
SMR vs FTI
+1,026.5%
-1,025.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.9% | -2.7% | -4.4% |
| 7D | +4.7% | -5.6% | +10.3% | +7.2% |
| 30D | +3.2% | +0.4% | +2.8% | +2.8% |
| 3M | +9.9% | +8.1% | +1.8% | +4.7% |
| 6M | -15.1% | +16.7% | -31.8% | -23.4% |
| YTD | -27.9% | +70.0% | -97.9% | -45.5% |
| 1Y | -70.2% | +85.4% | -155.7% | -78.6% |
| 3Y | +72.5% | +265.9% | -193.5% | -5.3% |
| All | +1.5% | +1,026.5% | -1,025.0% | -56.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling