-2.7%
FTV vs SAN
+358.9%
-361.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.8% |
| 7D | -4.5% | +1.8% | -6.3% | -4.9% |
| 30D | -7.1% | +2.0% | -9.0% | -7.5% |
| 3M | -7.2% | +19.7% | -26.9% | -11.5% |
| 6M | -1.5% | +30.6% | -32.1% | -8.7% |
| YTD | +3.5% | +28.8% | -25.4% | -4.1% |
| 1Y | +20.3% | +57.8% | -37.4% | +5.4% |
| All | -2.7% | +358.9% | -361.6% | -33.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling