+7.5%
SMR vs FTI
+1,059.8%
-1,052.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.1% |
| 7D | +13.1% | -2.3% | +15.4% | +14.1% |
| 30D | +17.8% | +5.0% | +12.7% | +15.1% |
| 3M | +8.1% | +13.8% | -5.7% | +0.6% |
| 6M | -11.1% | +22.9% | -34.0% | -21.7% |
| YTD | -23.7% | +75.0% | -98.7% | -43.0% |
| 1Y | -69.4% | +96.9% | -166.3% | -78.6% |
| 3Y | +82.6% | +276.7% | -194.1% | -1.0% |
| All | +7.5% | +1,059.8% | -1,052.3% | -54.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling