+45.4%
SMR vs FTI
+267.9%
-222.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +1.0% | -16.7% | -16.3% |
| 7D | -11.2% | -4.4% | -6.9% | -9.1% |
| 30D | -10.2% | +1.5% | -11.7% | -11.4% |
| 3M | -10.0% | +8.2% | -18.2% | -16.3% |
| 6M | -30.5% | +18.8% | -49.3% | -41.6% |
| YTD | -39.2% | +71.7% | -110.9% | -61.4% |
| 1Y | -75.5% | +90.0% | -165.6% | -85.8% |
| 3Y | +45.4% | +270.5% | -225.1% | -51.5% |
| All | +45.4% | +267.9% | -222.4% | -51.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling