+3.4%
FTV vs SAN
+381.9%
-378.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | -0.4% | +3.3% | -3.7% | -1.4% |
| 30D | -8.3% | +1.1% | -9.4% | -8.6% |
| 3M | -7.4% | +22.2% | -29.6% | -12.9% |
| 6M | -1.2% | +36.0% | -37.2% | -10.4% |
| YTD | +2.7% | +28.2% | -25.6% | -5.7% |
| 1Y | +18.4% | +54.1% | -35.7% | +2.6% |
| 3Y | -2.0% | +354.2% | -356.3% | -40.5% |
| 5Y | +3.4% | +387.3% | -383.9% | -43.0% |
| All | +3.4% | +381.9% | -378.5% | -43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling