+31.3%
FTV vs SAN
+12.6%
+18.7%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | +3.9% | +4.0% | -0.1% | +3.0% |
| 30D | +18.7% | -7.8% | +26.5% | +20.6% |
| 3M | +10.0% | -16.4% | +26.4% | +14.5% |
| 6M | +14.6% | +3.5% | +11.0% | +13.2% |
| YTD | +23.4% | +6.7% | +16.7% | +18.4% |
| 1Y | +31.3% | +14.5% | +16.8% | +22.2% |
| All | +31.3% | +12.6% | +18.7% | +22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling