+128.5%
FTV vs SAN
+360.3%
-231.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.1% | -3.5% | +0.6% |
| 7D | +0.4% | +8.7% | -8.3% | -2.5% |
| 30D | +17.2% | -6.5% | +23.7% | +19.5% |
| 3M | +8.9% | -14.2% | +23.1% | +14.1% |
| 6M | +11.3% | +2.7% | +8.6% | +9.3% |
| YTD | +21.9% | +8.9% | +13.1% | +16.2% |
| 1Y | +31.6% | +23.4% | +8.2% | +19.8% |
| 3Y | +38.1% | +257.9% | -219.9% | -16.1% |
| 5Y | +15.7% | +297.8% | -282.1% | -34.8% |
| 10Y | +107.5% | +259.6% | -152.1% | +10.9% |
| All | +128.5% | +360.3% | -231.8% | +15.8% |
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