+76.5%
FTV vs SAN
+357.1%
-280.5%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.3% | -1.9% | -0.5% |
| 7D | -4.0% | +0.2% | -4.2% | -4.0% |
| 30D | -11.0% | +0.9% | -12.0% | -11.3% |
| 3M | -8.4% | +19.1% | -27.5% | -14.0% |
| 6M | -2.6% | +33.2% | -35.8% | -12.5% |
| YTD | -0.6% | +29.1% | -29.7% | -10.3% |
| 1Y | +11.0% | +50.2% | -39.3% | -5.3% |
| 3Y | -6.3% | +351.0% | -357.4% | -47.6% |
| 5Y | -1.5% | +394.7% | -396.2% | -48.9% |
| All | +76.5% | +357.1% | -280.5% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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