-53.7%
SMR vs FTI
+887.6%
-941.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.1% | -5.4% | -4.2% |
| 7D | -8.3% | +4.3% | -12.6% | -9.9% |
| 30D | -20.1% | -4.7% | -15.4% | -18.6% |
| 3M | -52.7% | -13.5% | -39.2% | -50.0% |
| 6M | -61.0% | -8.7% | -52.3% | -60.2% |
| YTD | -67.1% | +49.0% | -116.1% | -73.8% |
| 1Y | -79.9% | +54.0% | -133.9% | -84.2% |
| 3Y | +101.7% | +211.6% | -109.9% | +17.7% |
| All | -53.7% | +887.6% | -941.3% | -79.2% |
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