+93.9%
FTV vs SAN
+444.8%
-350.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.7% |
| 7D | -4.5% | +1.8% | -6.3% | -5.1% |
| 30D | -7.1% | +2.0% | -9.0% | -7.7% |
| 3M | -7.2% | +19.7% | -26.9% | -13.0% |
| 6M | -1.5% | +30.6% | -32.1% | -10.9% |
| YTD | +3.5% | +28.8% | -25.4% | -6.5% |
| 1Y | +20.3% | +57.8% | -37.4% | +1.1% |
| 3Y | -3.1% | +338.1% | -341.2% | -45.0% |
| 5Y | +2.3% | +384.2% | -381.9% | -46.1% |
| 10Y | +76.3% | +353.1% | -276.8% | -12.0% |
| All | +93.9% | +444.8% | -350.8% | -6.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling